Database exists, assume schema does, too.
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| 0 | Energy ETF | Information Technology ETF | Information Technology ETF | Information Technology ETF |
| 1 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Financials ETF |
| 2 | Utilities ETF | Energy ETF | SP500 | Materials ETF |
| 3 | SP1500 | Materials ETF | Industrials ETF | SP600 |
| 4 | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF |
| 5 | SP500 | SP500 | Health Care ETF | SP400 |
| 6 | SP600 | SP600 | Utilities ETF | SP500 |
| 7 | Health Care ETF | SP400 | Consumer Staples ETF | SP1500 |
| 8 | Consumer Staples ETF | Health Care ETF | Financials ETF | Health Care ETF |
| 9 | SP400 | Communication Services ETF | Materials ETF | Consumer Staples ETF |
| 10 | Financials ETF | Real Estate ETF | Communication Services ETF | Energy ETF |
| 11 | Consumer Discretionary ETF | Financials ETF | SP400 | Utilities ETF |
| 12 | Real Estate ETF | Industrials ETF | Real Estate ETF | Industrials ETF |
| 13 | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF |
| 14 | Communication Services ETF | Utilities ETF | Energy ETF | Communication Services ETF |
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-16 | |
|---|---|
| Energy ETF | 0.012706 |
| Consumer Staples ETF | -0.093155 |
| Utilities ETF | -0.118472 |
| Health Care ETF | -0.137078 |
| Materials ETF | -0.161299 |
| SP600 | -0.172097 |
| Industrials ETF | -0.178382 |
| SP1500 | -0.186938 |
| SP500 | -0.188181 |
| Financials ETF | -0.192419 |
| Real Estate ETF | -0.196826 |
| SP400 | -0.200647 |
| Communication Services ETF | -0.238734 |
| Information Technology ETF | -0.241332 |
| Consumer Discretionary ETF | -0.270279 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
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<AxesSubplot:title={'center':'06-30'}>],
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| Energy ETF | Consumer Staples ETF | Utilities ETF | Health Care ETF | Materials ETF | SP600 | Industrials ETF | SP1500 | SP500 | Financials ETF | Real Estate ETF | SP400 | Communication Services ETF | Information Technology ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.010040 | 0.022113 | 0.072895 | 0.026999 | 0.018327 | 0.042167 | 0.030375 | 0.030708 | 0.038955 | 0.017375 | 0.031752 | -0.024136 | 0.041388 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | -0.012346 | 0.031518 | 0.040565 | 0.066617 | 0.064962 | 0.052781 | 0.044807 | 0.045666 | 0.052789 | 0.008095 | 0.035020 | 0.015498 | 0.083223 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.059268 | 0.000687 | 0.018576 | 0.071798 | 0.038747 | 0.066175 | 0.066880 | 0.069917 | 0.073683 | 0.012742 | 0.074139 | 0.000763 | 0.093087 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.073521 | -0.033734 | -0.020049 | -0.072483 | -0.011631 | -0.033542 | -0.021321 | -0.024130 | -0.015065 | -0.086159 | -0.003978 | -0.085669 | 0.020711 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.006353 | 0.053422 | 0.055259 | 0.036210 | 0.106722 | -0.008057 | 0.052094 | 0.047568 | -0.011331 | 0.094633 | 0.045520 | 0.035862 | 0.080437 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.050064 | 0.019751 | 0.137698 | 0.007338 | 0.032842 | 0.094874 | 0.070536 | 0.078236 | 0.031675 | 0.000044 | 0.032902 | 0.023115 | 0.117719 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | -0.055862 | 0.009925 | -0.108129 | -0.154310 | -0.193040 | -0.183620 | -0.142834 | -0.137319 | -0.138848 | -0.058855 | -0.172165 | -0.143117 | -0.174415 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.111156 | 0.103055 | 0.081835 | 0.126958 | 0.124660 | 0.183161 | 0.151853 | 0.144236 | 0.109942 | 0.173365 | 0.157497 | 0.139541 | 0.217473 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.036556 | 0.035855 | 0.017469 | 0.040951 | 0.010843 | 0.034436 | 0.039106 | 0.040369 | 0.067026 | 0.015389 | 0.030815 | 0.035928 | 0.054745 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.056319 | 0.090872 | -0.035439 | -0.013089 | -0.004200 | 0.004465 | 0.006291 | 0.011423 | 0.013235 | 0.075811 | -0.009122 | -0.002023 | 0.016115 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.036517 | 0.002011 | 0.147851 | 0.066971 | 0.082573 | 0.058155 | 0.090490 | 0.089876 | 0.096390 | 0.005745 | 0.066590 | 0.086727 | 0.139034 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141472 | -0.141270 | -0.131539 | -0.278876 | -0.328050 | -0.279339 | -0.205302 | -0.194477 | -0.330709 | -0.241350 | -0.247693 | -0.187109 | -0.131215 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.094561 | 0.024507 | 0.164463 | 0.260712 | 0.223617 | 0.182339 | 0.206715 | 0.201618 | 0.135641 | 0.135399 | 0.259149 | 0.224230 | 0.318555 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.098022 | 0.051209 | 0.062281 | 0.120651 | 0.032878 | 0.118587 | 0.086119 | 0.090383 | 0.028859 | 0.013268 | 0.068091 | 0.097573 | 0.120087 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.074374 | 0.073335 | 0.101111 | 0.172363 | 0.312278 | 0.178685 | 0.132216 | 0.121185 | 0.253698 | 0.092916 | 0.211458 | 0.182130 | 0.138205 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.030385 | 0.031042 | 0.025327 | 0.105419 | 0.184526 | 0.116450 | 0.070761 | 0.063518 | 0.165207 | 0.087920 | 0.084662 | 0.083288 | 0.015110 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | 0.029888 | -0.005272 | 0.083442 | 0.049264 | 0.043034 | 0.040613 | 0.080495 | 0.083593 | 0.074954 | 0.115985 | 0.033635 | 0.108092 | 0.114030 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | -0.018026 | 0.002739 | 0.000121 | -0.041816 | -0.030694 | -0.043573 | 0.000378 | 0.002523 | 0.024323 | -0.000098 | -0.024123 | -0.021207 | 0.006319 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.115277 | 0.124048 | 0.077925 | 0.136524 | 0.049293 | 0.080207 | 0.103038 | 0.106772 | 0.042310 | 0.139811 | 0.077726 | -0.037011 | 0.141743 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | -0.019862 | 0.034591 | -0.045192 | -0.014374 | -0.058344 | -0.041831 | -0.049102 | -0.049099 | -0.032929 | -0.065856 | -0.089783 | -0.114414 | -0.090992 | -0.103975 |
| 2022-06-16 00:00:00 | 0.012706 | -0.093155 | -0.118472 | -0.137078 | -0.161299 | -0.172097 | -0.178382 | -0.186938 | -0.188181 | -0.192419 | -0.196826 | -0.200647 | -0.238734 | -0.241332 | -0.270279 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-16 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Consumer Staples ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Utilities ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Health Care ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | Materials ETF |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | SP600 |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP1500 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | SP500 |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | Financials ETF |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Real Estate ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | SP400 |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Communication Services ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Information Technology ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-16 | |
|---|---|
| Information Technology ETF | 0.104036 |
| Consumer Discretionary ETF | 0.102679 |
| Energy ETF | 0.082078 |
| Materials ETF | 0.070544 |
| SP1500 | 0.069627 |
| SP500 | 0.068783 |
| SP600 | 0.068558 |
| SP400 | 0.068271 |
| Health Care ETF | 0.067014 |
| Communication Services ETF | 0.064694 |
| Real Estate ETF | 0.064490 |
| Financials ETF | 0.051916 |
| Industrials ETF | 0.049568 |
| Consumer Staples ETF | 0.030116 |
| Utilities ETF | 0.022161 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-16 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| Index | Symbol | risk_trend_factor | |
|---|---|---|---|
| 0 | SP500 | SPY | -3.322122 |
| 1 | SP1500 | SPTM | -3.343750 |
| 2 | SP400 | MDYG | -4.411325 |
| 3 | SP600 | SLY | -4.590014 |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | 0.462556 | Energy ETF |
| 2 | VDC | -2.028745 | Consumer Staples ETF |
| 10 | VPU | -2.228331 | Utilities ETF |
| 8 | VAW | -2.769405 | Materials ETF |
| 5 | VHT | -2.850492 | Health Care ETF |
| 9 | VNQ | -2.915234 | Real Estate ETF |
| 4 | VFH | -3.976216 | Financials ETF |
| 6 | VIS | -4.047714 | Industrials ETF |
| 1 | VCR | -4.153733 | Consumer Discretionary ETF |
| 7 | VGT | -4.418808 | Information Technology ETF |
| 0 | VOX | -7.422475 | Communication Services ETF |
Rolling Quarterly Mean Return
Quarterly Returns
0.2346399907935845
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
'1YMF', 'Market Index', 'Sector'],
dtype='object')
| Symbol | latest_p | risk_trend_factor | adf | hurst | Sector | Market Index | vol_30d_2yr | |
|---|---|---|---|---|---|---|---|---|
| 0 | ACC | 64.099998 | 10.609763 | 0.977604 | 0.419621 | error | SP400 | 26979850.78125 |
| 1 | MTOR | 35.91 | 4.956529 | 0.29595 | 0.43549 | error | SP600 | 15439291.992188 |
| 2 | TVTY | 32.099998 | 2.26495 | 0.517984 | 0.449082 | error | SP600 | 10912294.921875 |
| 3 | Y | 830.47998 | 2.012295 | 0.382778 | 0.459301 | Financial Services | SP400 | 1621906.25 |
| 4 | SAFM | 206.449997 | 1.545589 | 0.651375 | 0.476748 | Consumer Defensive | SP400 | 5064230.46875 |
| 5 | BANF | 91.559998 | 1.522781 | 0.918694 | 0.536414 | Financial Services | SP600 | 2480129.6875 |
| 6 | PBF | 35.09 | 1.214106 | 0.622395 | 0.555912 | Energy | SP600 | 92708582.421875 |
| 7 | TWI | 18.08 | 1.188361 | 0.834351 | 0.500331 | Industrials | SP600 | 10535892.773438 |
| 8 | CEIX | 49.060001 | 1.103516 | 0.891799 | 0.522582 | Energy | SP600 | 10281161.132812 |
| 9 | LNTH | 59.540001 | 1.052988 | 0.957446 | 0.533091 | Healthcare | SP600 | 14113253.515625 |
| 10 | GO | 40.450001 | 0.992056 | 0.177952 | 0.402887 | Consumer Defensive | SP400 | 21743692.96875 |
| 11 | XOM | 91.389999 | 0.949011 | 0.916245 | 0.534339 | error | SP500 | 552368724.023438 |
| 12 | MCK | 304.019989 | 0.9363 | 0.997806 | 0.461676 | Healthcare | SP500 | 22892569.726562 |
| 13 | COP | 102.419998 | 0.839988 | 0.929388 | 0.48705 | Energy | SP500 | 189223264.453125 |
| 14 | HRB | 33.27 | 0.825493 | 0.68658 | 0.435784 | Consumer Cyclical | SP400 | 54246410.742188 |
| 15 | SM | 43.299999 | 0.776368 | 0.889778 | 0.475064 | Energy | SP600 | 85523868.75 |
| 16 | DVN | 63.27 | 0.769026 | 0.955415 | 0.547561 | Energy | SP500 | 237831403.90625 |
| 17 | ROG | 257.079987 | 0.729041 | 0.707598 | 0.478685 | error | SP600 | 3248152.734375 |
| 18 | SJI | 33.759998 | 0.666664 | 0.156179 | 0.415159 | error | SP600 | 26835210.15625 |
| 19 | APA | 41.759998 | 0.662665 | 0.332977 | 0.446771 | Energy | SP500 | 204947064.257812 |
| 20 | MPC | 91.980003 | 0.658939 | 0.710335 | 0.51907 | Energy | SP500 | 141887166.210938 |
| 21 | DINO | 47.77 | 0.622034 | 0.504978 | 0.561898 | Energy | SP400 | 51415267.1875 |
| 22 | MRO | 25.66 | 0.621752 | 0.862619 | 0.540113 | Energy | SP500 | 490913172.265625 |
| 23 | MTDR | 56.040001 | 0.61596 | 0.921632 | 0.464965 | Energy | SP400 | 48834102.929688 |
| 24 | ROCC | 41.779999 | 0.612375 | 0.601456 | 0.578912 | Energy | SP600 | 12003625.0 |
| 25 | VLO | 118.739998 | 0.56008 | 0.703807 | 0.534876 | Energy | SP500 | 90493904.492188 |
| 26 | PSB | 185.740005 | 0.552514 | 0.808632 | 0.476969 | error | SP400 | 2715957.617188 |
| 27 | CIVI | 66.389999 | 0.47854 | 0.000353 | 0.475979 | Energy | SP600 | 11253325.390625 |
| 28 | VDE | 108.400002 | 0.462556 | 0.733758 | 0.517254 | error | NaN | 25794671.875 |
| 29 | WRB | 66.300003 | 0.379041 | 0.938034 | 0.452933 | Financial Services | SP500 | 24747816.40625 |
| 30 | PDCE | 72.650002 | 0.347614 | 0.542285 | 0.491711 | Energy | SP400 | 24816581.054688 |
| 31 | FANG | 133.679993 | 0.304849 | 0.668762 | 0.470333 | Energy | SP500 | 60309967.578125 |
| 32 | MANT | 94.690002 | 0.303582 | 0.565273 | 0.363266 | Technology | SP600 | 4412490.234375 |
| 33 | FCN | 162.949997 | 0.286702 | 0.916688 | 0.405187 | Industrials | SP400 | 6861602.34375 |
| 34 | OXY | 56.810001 | 0.244336 | 0.695678 | 0.543336 | Energy | SP500 | 499589648.4375 |
| 35 | EOG | 119.559998 | 0.24174 | 0.682764 | 0.481992 | Energy | SP500 | 97161242.382812 |
nominal, pct_change, pct_change().cumsum Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719865437.6953125
Sector 1YMF: -285.47003173828125
1YMF: -285.47003173828125
risk trend factor: -3.322122130654123
totalAssets trailingPE
SPY 3.710190e+11 2.538166
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 366.649994 | 369.000236 | 397.879841 | 426.759446 | 420.668572 | 24.765352 | 371.137868 | 470.199277 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 1.187217 | 366.649994 | 1719865437.695312 | 0.37404 | 0.668152 | 0.422436 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 900.8255729001365 691.1877332173517 test cv mean error, stdev (10 folds): 947.3979204155439 708.2791359713194 sell date: 2022-08-28 expected return: 0.09779109831779359 discounted return: 0.0012966742399809217 quarter return: 1.126614090075292
['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10178996.6796875
Sector 1YMF: -35.31000900268555
1YMF: -35.31000900268555
risk trend factor: -3.3437504176840096
totalAssets
SPTM 5.538233e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 45.189999 | 45.493599 | 49.085238 | 52.676877 | 51.837778 | 3.005692 | 45.826394 | 57.849161 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 1.613175 | 45.189999 | 10178996.679688 | 0.382941 | 0.660777 | 0.429302 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 14.385067335438295 11.7776188121974 test cv mean error, stdev (10 folds): 15.153048662666269 12.087009213381313 sell date: 2022-08-28 expected return: 0.06116742222449132 discounted return: 0.0008249184445154878 quarter return: 1.0788128369935377
['options', ('2022-06-17',)]
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4966221.6796875
Sector 1YMF: -70.88999938964844
1YMF: -70.88999938964844
risk trend factor: -4.411325496943257
Empty DataFrame
Columns: []
Index: [MDYG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 59.32 | 60.264492 | 65.645397 | 71.026302 | 69.286825 | 4.228363 | 60.8301 | 77.743551 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.566245 | 59.32 | 4966221.679688 | 0.237412 | 0.497173 | 0.451359 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 44.77116239403053 49.782598109890024 test cv mean error, stdev (10 folds): 48.33338950551348 50.85817154408968 sell date: 2022-09-18 expected return: 0.1278630858607739 discounted return: 0.0012946520482137736 quarter return: 1.1264047836005713
['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1809732.8125
Sector 1YMF: -79.04000854492188
1YMF: -79.04000854492188
risk trend factor: -4.590013818867828
Empty DataFrame
Columns: []
Index: [SLY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 77.5 | 79.070455 | 85.374285 | 91.678116 | 88.497619 | 4.367275 | 79.763069 | 97.23217 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 1.243664 | 77.5 | 1809732.8125 | 0.437588 | 0.531287 | 0.513642 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 84.60402975821997 83.69624498551492 test cv mean error, stdev (10 folds): 90.26006064882574 85.75353983896113 sell date: 2022-08-14 expected return: 0.09435383799012423 discounted return: 0.0015557621648785158 quarter return: 1.153751603095759
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25794671.875
Sector 1YMF: 14.330001831054688
1YMF: 14.330001831054688
risk trend factor: 0.4625564970394849
totalAssets trailingPE
VDE 9.791998e+09 8.720438
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 108.400002 | 109.091942 | 119.897302 | 130.702662 | 112.549524 | 6.711476 | 99.126572 | 125.972476 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 0.827969 | 108.400002 | 25794671.875 | 0.765817 | 0.733758 | 0.517254 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 154.91171156477313 205.2085913123838 test cv mean error, stdev (10 folds): 169.90052434704552 209.4046631486799 sell date: 2022-09-18 expected return: 0.19786552676250987 discounted return: 0.001943189262701539 quarter return: 1.1955423616821854
['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3268846.484375
Sector 1YMF: -69.8699951171875
1YMF: -69.8699951171875
risk trend factor: -2.02874535900685
totalAssets
VDC 8.239956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 177.660004 | 177.374402 | 186.335397 | 195.296392 | 194.919525 | 7.598617 | 179.722291 | 210.116758 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.480492 | 177.660004 | 3268846.484375 | 0.4983 | 0.764603 | 0.355847 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 90.81052485722661 59.81314897701307 test cv mean error, stdev (10 folds): 92.1432809448846 62.57657938551701 sell date: 2022-07-24 expected return: 0.04768406792305951 discounted return: 0.0012597679376336046 quarter return: 1.1228001609062328
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5029426.5625
Sector 1YMF: -55.529998779296875
1YMF: -55.529998779296875
risk trend factor: -2.228330772852824
totalAssets
VPU 7.854255e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 142.639999 | 145.026922 | 157.167143 | 169.307365 | 158.766666 | 5.333557 | 148.099552 | 169.433781 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 1.238869 | 142.639999 | 5029426.5625 | 0.476943 | 0.575311 | 0.291623 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 67.54983737949375 79.57052571797756 test cv mean error, stdev (10 folds): 71.5413908624557 82.39756511657437 sell date: 2022-06-19 expected return: 0.05952245240776661 discounted return: 0.02933107035966165 quarter return: 14.291162520526449
['options', ('2022-06-17',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683957.03125
Sector 1YMF: -109.88999938964844
1YMF: -109.88999938964844
risk trend factor: -2.769404672772488
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 162.75 | 166.399295 | 182.418888 | 198.438482 | 187.714921 | 7.971112 | 171.772698 | 203.657145 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 0.997818 | 162.75 | 2683957.03125 | 0.552809 | 0.655014 | 0.425897 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 207.70738265136504 132.65825138883528 test cv mean error, stdev (10 folds): 223.6764419754035 128.65814736552585 sell date: 2022-07-10 expected return: 0.1119318183260182 discounted return: 0.004623651000345452 quarter return: 1.5286660891466681
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367363.8671875
Sector 1YMF: -124.31001281738281
1YMF: -124.31001281738281
risk trend factor: -2.8504922628415557
totalAssets trailingPE
VHT 1.866525e+10 4.76247
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 219.509995 | 220.654154 | 235.040794 | 249.427434 | 244.335872 | 11.224845 | 221.886182 | 266.785562 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 1.214414 | 219.509995 | 5367363.867188 | 0.39819 | 0.637303 | 0.3325 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 279.5978770253289 226.12512182809652 test cv mean error, stdev (10 folds): 277.2864584836826 237.03809276595766 sell date: 2022-08-28 expected return: 0.049295339393070646 discounted return: 0.0006685405061188643 quarter return: 1.0634147325506256
['options', ('2022-06-17',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102987975.5859375
Sector 1YMF: -78.06999206542969
1YMF: -78.06999206542969
risk trend factor: -2.915234256258139
totalAssets
VNQ 7.839537e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 87.040001 | 87.570691 | 95.275873 | 102.981056 | 102.085397 | 6.981869 | 88.121659 | 116.049135 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 1.205023 | 87.040001 | 102987975.585938 | 0.280727 | 0.448402 | 0.395581 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 74.07196505972851 107.14799507369915 test cv mean error, stdev (10 folds): 78.54723351089628 111.39324023538671 sell date: 2022-06-19 expected return: 0.029626841200132554 discounted return: 0.01470529770970086 quarter return: 3.830657804920116
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16527203.7109375
Sector 1YMF: -73.55999755859375
1YMF: -73.55999755859375
risk trend factor: -3.976216084248311
totalAssets
VFH 1.046217e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 75.419998 | 75.781429 | 82.755715 | 89.73 | 87.139048 | 5.472163 | 76.194721 | 98.083374 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 1.217683 | 75.419998 | 16527203.710938 | 0.429233 | 0.482221 | 0.491488 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 60.09383639547041 57.615450340053094 test cv mean error, stdev (10 folds): 63.924860649057884 59.07753873960204 sell date: 2022-08-28 expected return: 0.06890778554346759 discounted return: 0.0009259473966229947 quarter return: 1.0888779315240102
['options', ('2022-08-19',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3375701.3671875
Sector 1YMF: -141.6699981689453
1YMF: -141.6699981689453
risk trend factor: -4.0477142333984375
Empty DataFrame
Columns: []
Index: [VIS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 159.779999 | 161.379178 | 173.219365 | 185.059552 | 181.926032 | 9.652982 | 162.620068 | 201.231995 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.873152 | 159.779999 | 3375701.367188 | 0.424826 | 0.48671 | 0.470783 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 280.89042894226026 336.00159009704754 test cv mean error, stdev (10 folds): 303.7883179277397 344.1210971356311 sell date: 2022-08-28 expected return: 0.09023316926232705 discounted return: 0.001200603343935569 quarter return: 1.11671267078747
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2593840.625
Sector 1YMF: -369.34999084472656
1YMF: -369.34999084472656
risk trend factor: -4.1537329629948685
totalAssets
VCR 5.266340e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 222.740005 | 220.387534 | 243.676825 | 266.966116 | 272.364761 | 27.808722 | 216.747317 | 327.982206 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 1.29634 | 222.740005 | 2593840.625 | 0.187308 | 0.636286 | 0.472995 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 952.8830367315925 971.9508949262715 test cv mean error, stdev (10 folds): 1040.9427026546284 976.6564005616518 sell date: 2022-07-24 expected return: 0.051526277571769454 discounted return: 0.0013588333625320637 quarter return: 1.1330666546262926
['options', ('2022-06-17',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14315855.2734375
Sector 1YMF: -374.97998046875
1YMF: -374.97998046875
risk trend factor: -4.4188079801718425
totalAssets
VGT 5.044675e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 315.970001 | 316.754058 | 346.341429 | 375.9288 | 373.130002 | 29.399875 | 314.330253 | 431.929751 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.137257 | 315.970001 | 14315855.273438 | 0.243036 | 0.683578 | 0.429242 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 1107.692443241078 925.5522391639219 test cv mean error, stdev (10 folds): 1169.731103675255 948.6704684477432 sell date: 2022-09-11 expected return: 0.12687167601232358 discounted return: 0.0013898645634560225 quarter return: 1.136301582712567
['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4638787.3046875
Sector 1YMF: -170.42001342773438
1YMF: -170.42001342773438
risk trend factor: -7.422474748397777
Empty DataFrame
Columns: []
Index: [VOX]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 91.389999 | 92.452696 | 99.803968 | 107.15524 | 107.854286 | 9.210231 | 89.433824 | 126.274748 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 1.812392 | 91.389999 | 4638787.304688 | 0.036059 | 0.712116 | 0.512455 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 94.1071211050367 85.09095555247727 test cv mean error, stdev (10 folds): 100.46603325999953 86.71634414899984 sell date: 2022-09-11 expected return: 0.07184116996887799 discounted return: 0.000807045129171513 quarter return: 1.0770417981201434
['options', ('2022-07-15',)]
symbol: ACC
sector: error
sector: error
Index: SP400
vol_30d_2yr: 26979850.78125
Sector 1YMF: 13.050003051757812
1YMF: 13.050003051757812
risk trend factor: 10.609762527253386
Empty DataFrame
Columns: []
Index: [ACC]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 64.099998 | 64.286211 | 64.725873 | 65.165535 | 61.940476 | 3.999624 | 53.941228 | 69.939724 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.234901 | 64.099998 | 26979850.78125 | 0.967203 | 0.977604 | 0.419621 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 17.38153804293795 12.102196457408603 test cv mean error, stdev (10 folds): 18.103170393774633 12.465199304426951 sell date: 2022-07-17 expected return: 0.031424384685890684 discounted return: 0.0010318901884582843 quarter return: 1.0995323470136884
['options', ('2022-06-17',)]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15439291.9921875
Sector 1YMF: 2.279998779296875
1YMF: 2.279998779296875
risk trend factor: 4.956528950292737
Empty DataFrame
Columns: []
Index: [MTOR]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 35.91 | 35.940106 | 36.098412 | 36.256718 | 35.878095 | 0.246654 | 35.384787 | 36.371403 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 1.642038 | 35.91 | 15439291.992188 | 0.978501 | 0.29595 | 0.43549 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 16.12034837148428 9.392302279151806 test cv mean error, stdev (10 folds): 15.624875348370711 9.712693915607272 sell date: 2022-09-18 expected return: 0.0050908158241922035 discounted return: 5.4602581340157386e-05 quarter return: 1.0050359382676266
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10912294.921875
Sector 1YMF: 2.649995803833008
1YMF: 2.649995803833008
risk trend factor: 2.2649498384462143
Empty DataFrame
Columns: []
Index: [TVTY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 32.099998 | 31.873617 | 32.188889 | 32.504161 | 31.814762 | 0.890507 | 30.033748 | 33.595776 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 1.652237 | 32.099998 | 10912294.921875 | 0.965198 | 0.517984 | 0.449082 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 23.87776531489791 20.845468653787997 test cv mean error, stdev (10 folds): 25.778478281237447 20.934352374272137 sell date: 2022-08-07 expected return: 0.08489415900400657 discounted return: 0.001598971757586165 quarter return: 1.1583399681425293
['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1621906.25
Sector 1YMF: 27.8099365234375
1YMF: 27.8099365234375
risk trend factor: 2.01229535346933
beta currentRatio debtToEquity earningsGrowth ebitda \
Y 0.663839 1.597 31.5 -0.433 1620000000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
Y 0.13423 9.936376 90016496 0.44211 5101669000
heldPercentInstitutions industry marketCap \
Y 0.86723 Insurance—Property & Casualty 11220848640
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
Y 1928840960 0.11935 0 0.15 1.305451
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
Y 0.929715 0.0771 1.004 0.02938
returnOnEquity revenueGrowth revenuePerShare sector \
Y 0.11868 0.025 878.577 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
Y 13454900 2.32 2298860032 170.857 2822777088
totalRevenue trailingPE
Y 12069126144 12.311554
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 830.47998 | 830.934284 | 833.322221 | 835.710158 | 836.172855 | 21.70534 | 792.762175 | 879.583536 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 1.558413 | 830.47998 | 1621906.25 | 0.919486 | 0.382778 | 0.459301 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -73.55999755859375 Sector Volume Factor: 1.2176833027526361 Sector Risk Trend Factor: -3.976216084248311 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 6246.773868881035 9811.844809032544 test cv mean error, stdev (10 folds): 6730.508643828475 10164.918844992177 sell date: 2022-08-07 expected return: 0.03259007271089594 discounted return: 0.0006290267650088666 quarter return: 1.0595584544910155
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 11.77
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile None
militaryContract False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5064230.46875
Sector 1YMF: 41.8699951171875
1YMF: 41.8699951171875
risk trend factor: 1.5455888068402643
beta currentRatio debtToEquity dividendRate dividendYield \
SAFM 0.640199 5.529 0.877 1.76 0.0084
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SAFM 2.316 1342139008 0.23866 6.792161 669912512
grossMargins grossProfits heldPercentInstitutions industry \
SAFM 0.25714 907758000 0.8102 Packaged Foods
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
SAFM 4636001280 954787008 0.20787 0.0455 -0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
SAFM 1.965947 0.824382 0.15341 3.785
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
SAFM 0.30256 0.44602 0.358 255.051
sector sharesOutstanding shortRatio totalCash \
SAFM Consumer Defensive 22320200 4.01 829123968
totalCashPerShare totalDebt totalRevenue trailingPE
SAFM 37.147 20690000 5623608832 5.374258
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 206.449997 | 185.297076 | 198.254762 | 211.212449 | 190.815873 | 7.379416 | 176.057041 | 205.574705 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFM | 1.287362 | 206.449997 | 5064230.46875 | 0.962912 | 0.651375 | 0.476748 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -69.8699951171875 Sector Volume Factor: 1.4804916728676867 Sector Risk Trend Factor: -2.02874535900685 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 341.4043344769378 451.53600389174676 test cv mean error, stdev (10 folds): 369.6812742680705 464.19593120201364 sell date: 2022-07-10 expected return: 0.0447918232238952 discounted return: 0.0019069312480921585 quarter return: 1.1915686274019364
['options', ('2022-08-19', '2022-12-16')]
symbol: BANF
sector: Financial Services
Index: SP600
vol_30d_2yr: 2480129.6875
Sector 1YMF: 25.399993896484375
1YMF: 25.399993896484375
risk trend factor: 1.5227813808014614
beta dividendRate dividendYield earningsGrowth ebitdaMargins \
BANF 1.261764 1.44 0.0176 -0.15 0
forwardPE grossMargins grossProfits heldPercentInstitutions \
BANF 25.541208 0 489579000 0.46682
industry marketCap operatingMargins payoutRatio pegRatio \
BANF Banks—Regional 3028237568 0.43254 0.2934 2.57
priceToBook priceToSalesTrailing12Months profitMargins revenueGrowth \
BANF 2.640443 6.197036 0.32952 -0.008
revenuePerShare sector sharesOutstanding shortRatio \
BANF 14.947 Financial Services 32572200 6.33
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
BANF 2059768064 62.941 99100000 488659008 18.819838
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 91.559998 | 80.113243 | 89.27873 | 98.444217 | 85.368096 | 4.066924 | 77.234248 | 93.501943 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BANF | 1.077928 | 91.559998 | 2480129.6875 | 0.912771 | 0.918694 | 0.536414 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -73.55999755859375 Sector Volume Factor: 1.2176833027526361 Sector Risk Trend Factor: -3.976216084248311 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 57.43070909139858 34.23390711310378 test cv mean error, stdev (10 folds): 60.476525300086834 34.454503767797306 sell date: 2022-09-18 expected return: 0.05141243020409907 discounted return: 0.0005392252421581034 quarter return: 1.050845787629788
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Stockholder Equity 1.171734e+09 1.171734e+09 1.146874e+09
Net Tangible Assets 1.004246e+09 1.004246e+09 9.786270e+08
Intangible Assets NaN 1.756600e+07 1.832500e+07
Capital Surplus NaN 1.599140e+08 1.588770e+08
Total Liab NaN 8.233878e+09 1.015590e+10
Total Assets NaN 9.405612e+09 1.130277e+10
Common Stock NaN 3.260300e+07 3.257200e+07
Other Current Assets NaN 4.577600e+07 4.215000e+07
Retained Earnings NaN 9.770670e+08 9.505600e+08
Good Will NaN 1.499220e+08 1.499220e+08
Treasury Stock NaN 2.150000e+06 4.865000e+06
Other Assets NaN 6.238580e+09 6.128204e+09
Cash NaN 2.050822e+09 4.110866e+09
Total Current Liabilities NaN 8.144420e+09 1.006686e+10
Deferred Long Term Asset Charges NaN 1.172000e+06 NaN
Other Stockholder Equity NaN 2.150000e+06 4.865000e+06
Property Plant Equipment NaN 2.740470e+08 2.716600e+08
Total Current Assets NaN 2.145097e+09 4.192076e+09
Long Term Investments NaN 5.804000e+08 5.425840e+08
Long Term Debt NaN 8.598700e+07 8.597300e+07
Inventory NaN 3.955300e+07 3.906000e+07
Accounts Payable NaN 8.091914e+09 9.992044e+09
2021-06-30
Total Stockholder Equity 1.131591e+09
Net Tangible Assets 9.623860e+08
Intangible Assets 1.928300e+07
Capital Surplus 1.583220e+08
Total Liab 9.883696e+09
Total Assets 1.101529e+10
Common Stock 3.278500e+07
Other Current Assets 3.893200e+07
Retained Earnings 9.350670e+08
Good Will 1.499220e+08
Treasury Stock 5.417000e+06
Other Assets 6.280314e+09
Cash 3.641398e+09
Total Current Liabilities 9.794790e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity 5.417000e+06
Property Plant Equipment 2.710840e+08
Total Current Assets 3.720513e+09
Long Term Investments 5.741710e+08
Long Term Debt 8.595900e+07
Inventory 4.018300e+07
Accounts Payable 9.728389e+09 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 35915000.0 3.816800e+07
Change To Liabilities 0.0 0.000000e+00
Investments NaN -9.512000e+06
Total Cashflows From Investing Activities NaN -1.741920e+08
Net Borrowings NaN -3.500000e+06
Total Cash From Financing Activities NaN -1.914817e+09
Change To Operating Activities NaN -6.860000e+05
Issuance Of Stock NaN 5.390000e+05
Change In Cash NaN -2.060844e+09
Total Cash From Operating Activities NaN 2.816500e+07
Depreciation NaN 5.467000e+06
Other Cashflows From Investing Activities NaN -1.298000e+06
Dividends Paid NaN -1.172600e+07
Other Cashflows From Financing Activities NaN -1.900130e+09
Change To Netincome NaN -1.510400e+07
Capital Expenditures NaN -6.392000e+06
Repurchase Of Stock NaN NaN
2021-09-30 2021-06-30
Net Income 38750000.0 48192000.0
Change To Liabilities 0.0 0.0
Investments 32390000.0 -10869000.0
Total Cashflows From Investing Activities 200772000.0 365288000.0
Net Borrowings 400000.0 58500000.0
Total Cash From Financing Activities 241240000.0 147905000.0
Change To Operating Activities 399000.0 -1000.0
Issuance Of Stock 539000.0 413000.0
Change In Cash 469468000.0 578990000.0
Total Cash From Operating Activities 27456000.0 65797000.0
Depreciation 4962000.0 4942000.0
Other Cashflows From Investing Activities 828000.0 14923000.0
Dividends Paid -11147000.0 -11142000.0
Other Cashflows From Financing Activities 263651000.0 100134000.0
Change To Netincome -18501000.0 10851000.0
Capital Expenditures -5659000.0 -7482000.0
Repurchase Of Stock -11664000.0 -11664000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 132130000 48192000
3Q2021 118493000 38750000
4Q2021 121815000 38168000
1Q2022 116221000 35915000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 43709000.0 45034000.0 48279000.0
Minority Interest None None None
Net Income 35915000.0 38168000.0 38750000.0
Selling General Administrative 56988000.0 55859000.0 55090000.0
Gross Profit 116221000.0 121815000.0 118493000.0
Ebit 0.0 0.0 0.0
Operating Income 47462000.0 49173000.0 51690000.0
Other Operating Expenses 11771000.0 16783000.0 11713000.0
Interest Expense None None None
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 7794000.0 6866000.0 9529000.0
Total Revenue 116221000.0 121815000.0 118493000.0
Total Operating Expenses 68759000.0 72642000.0 66803000.0
Cost Of Revenue 0.0 0.0 0.0
Total Other Income Expense Net -3753000.0 -4139000.0 -3411000.0
Discontinued Operations None None None
Net Income From Continuing Ops 35915000.0 38168000.0 38750000.0
Net Income Applicable To Common Shares 35915000.0 38168000.0 38750000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax 62907000.0
Minority Interest None
Net Income 48192000.0
Selling General Administrative 53961000.0
Gross Profit 132130000.0
Ebit 0.0
Operating Income 63039000.0
Other Operating Expenses 15130000.0
Interest Expense None
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 14715000.0
Total Revenue 132130000.0
Total Operating Expenses 69091000.0
Cost Of Revenue 0.0
Total Other Income Expense Net -132000.0
Discontinued Operations None
Net Income From Continuing Ops 48192000.0
Net Income Applicable To Common Shares 48192000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 1328625 2022-01-30
1 Virtus Equity Tr-Virtus KAR Small Cap Core Fd 471363 2021-12-30
2 Vanguard Total Stock Market Index Fund 463100 2021-12-30
3 iShares Russell 2000 ETF 408948 2022-01-30
4 Vanguard Small-Cap Index Fund 406215 2021-12-30
5 Vanguard Small Cap Value Index Fund 260062 2021-12-30
6 Vanguard Extended Market Index Fund 242508 2021-12-30
7 DFA U.S. Micro Cap Series 239834 2022-01-30
8 Schwab Strategic Tr-Schwab U.S. Dividend Equit... 221816 2022-02-27
9 SPDR (R) Ser Tr-S&P Regional Banking ETF 210949 2022-01-30
% Out Value
0 0.0406 99580443
1 0.0144 33259373
2 0.0141 32676336
3 0.0125 30650652
4 0.0124 28662530
5 0.0079 18349974
6 0.0074 17111364
7 0.0073 17975558
8 0.0068 17330484
9 0.0064 15810627 ]
['options', ('2022-06-17',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92708582.421875
Sector 1YMF: 24.100000381469727
1YMF: 24.100000381469727
risk trend factor: 1.2141059059973964
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.259981 1.254 197.914 690400000 0.02194 12.820001
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.80139
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 4259791360 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.18 2.225273
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.135359 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120828000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PBF 2.81 1434599936 11.873 4999499776 31470299136
trailingPE
PBF 17.089191
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 35.09 | 26.840788 | 35.541111 | 44.241434 | 29.769206 | 5.452506 | 18.864194 | 40.674218 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 0.768095 | 35.09 | 92708582.421875 | 0.774588 | 0.622395 | 0.555912 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 25.720877012049698 17.863936823666034 test cv mean error, stdev (10 folds): 22.973989066046546 16.371710054407494 sell date: 2022-09-18 expected return: 0.4470970920208785 discounted return: 0.003981664387167294 quarter return: 1.4413580878533077
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10535892.7734375
Sector 1YMF: 7.760000228881836
1YMF: 7.760000228881836
risk trend factor: 1.1883614925281147
beta currentRatio debtToEquity earningsGrowth ebitda \
TWI 2.412885 1.853 219.119 0.682 163579008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
TWI 0.08464 8.09589 -24455124 0.13457 227051000
heldPercentInstitutions industry marketCap \
TWI 0.77816 Farm & Heavy Construction Machinery 1110906752
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
TWI 8171000 0.06043 0 0.38 4.470499
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
TWI 0.574797 0.03101 0.829 0.06237
returnOnEquity revenueGrowth revenuePerShare sector \
TWI 0.28169 0.378 30.825 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
TWI 62656900 2.29 98144000 1.566 538417984
totalRevenue trailingPE
TWI 1932694016 18.801697
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 18.08 | 16.262576 | 18.084127 | 19.905678 | 15.902698 | 1.926426 | 12.049847 | 19.75555 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TWI | 1.294157 | 18.08 | 10535892.773438 | 0.906939 | 0.834351 | 0.500331 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.6699981689453 Sector Volume Factor: 0.8731518814579678 Sector Risk Trend Factor: -4.0477142333984375 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 4.563758803723551 7.424541486283341 test cv mean error, stdev (10 folds): 5.008942337795256 7.64566181594025 sell date: 2022-07-10 expected return: 0.1656193565138642 discounted return: 0.006685403958885949 quarter return: 1.8459800501751473
['options', ('2022-07-15',)]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10281161.1328125
Sector 1YMF: 22.600006103515625
1YMF: 22.600006103515625
risk trend factor: 1.1035159476887273
beta currentRatio debtToEquity earningsGrowth ebitda \
CEIX 2.379059 0.868 100.167 5.642 282313984
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CEIX 0.22235 9.169261 196007120 0.33279 422536000
heldPercentInstitutions industry marketCap operatingCashflow \
CEIX 0.86884 Thermal Coal 1625051904 305568992
operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months \
CEIX 0.04547 0 3.353494 1.279876
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
CEIX 0.02686 0.586 0.01416 0.05563 0.249
revenuePerShare sector sharesOutstanding shortRatio totalCash \
CEIX 36.905 Energy 34480200 1.85 149912992
totalCashPerShare totalDebt totalRevenue
CEIX 4.348 673937984 1269694976
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 49.060001 | 48.004985 | 52.513302 | 57.021619 | 46.495238 | 6.61632 | 33.262598 | 59.727878 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 1.464659 | 49.060001 | 10281161.132812 | 0.814788 | 0.891799 | 0.522582 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 36.97631528473198 64.10181216623809 test cv mean error, stdev (10 folds): 36.97631528473198 64.10181216623809 sell date: 2022-09-04 expected return: 0.5429120382517398 discounted return: 0.005504608466211591 quarter return: 1.6570439136742172
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 6.469450e+08 6.449200e+08 6.430330e+08
Total Liab 1.900704e+09 2.105167e+09 1.965198e+09
Total Stockholder Equity 6.728130e+08 4.845800e+08 5.927330e+08
Other Current Liab 1.790310e+08 2.688430e+08 1.451780e+08
Total Assets 2.573517e+09 2.589747e+09 2.557931e+09
Common Stock 3.450000e+05 3.450000e+05 3.450000e+05
Other Current Assets 3.747200e+07 4.242800e+07 3.166900e+07
Retained Earnings 2.809600e+08 1.636370e+08 2.774260e+08
Other Liab 8.455480e+08 9.379920e+08 9.285180e+08
Treasury Stock -2.554370e+08 -3.243220e+08 -3.280710e+08
Other Assets 5.153480e+08 5.008660e+08 4.742010e+08
Cash 1.499130e+08 1.619810e+08 1.466670e+08
Total Current Liabilities 4.452320e+08 5.156760e+08 3.702570e+08
Deferred Long Term Asset Charges 5.701100e+07 1.113720e+08 6.965600e+07
Short Long Term Debt 3.658900e+07 2.765100e+07 3.139500e+07
Other Stockholder Equity -2.554370e+08 -3.243220e+08 -3.280710e+08
Property Plant Equipment 1.671829e+09 1.704640e+09 1.711778e+09
Total Current Assets 3.863400e+08 3.842410e+08 3.719520e+08
Net Tangible Assets 6.728130e+08 4.845800e+08 5.927330e+08
Net Receivables 1.108630e+08 9.881800e+07 1.153080e+08
Long Term Debt 5.680520e+08 5.976970e+08 6.093260e+08
Inventory 6.287600e+07 5.601500e+07 5.929900e+07
Accounts Payable 8.034300e+07 7.839200e+07 6.807300e+07
2021-03-31
Capital Surplus 6.420540e+08
Total Liab 1.937495e+09
Total Stockholder Equity 5.830650e+08
Other Current Liab 1.260430e+08
Total Assets 2.520560e+09
Common Stock 3.440000e+05
Other Current Assets 3.030000e+05
Retained Earnings 2.732540e+08
Other Liab 9.485460e+08
Treasury Stock -3.325870e+08
Other Assets 4.475660e+08
Cash 9.117400e+07
Total Current Liabilities 3.711940e+08
Deferred Long Term Asset Charges 6.226100e+07
Short Long Term Debt 2.888900e+07
Other Stockholder Equity -3.325870e+08
Property Plant Equipment 1.736252e+09
Total Current Assets 3.367420e+08
Net Tangible Assets 5.830650e+08
Net Receivables 1.662310e+08
Long Term Debt 5.504440e+08
Inventory 5.520900e+07
Accounts Payable 7.538200e+07 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 5226000.0 13242000.0
Total Cashflows From Investing Activities -35758000.0 -45884000.0
Net Borrowings -30768000.0 -22550000.0
Total Cash From Financing Activities -30768000.0 -22551000.0
Change To Operating Activities -27258000.0 1564000.0
Net Income 117323000.0 -113789000.0
Change In Cash -14100000.0 12103000.0
Total Cash From Operating Activities 52426000.0 80538000.0
Depreciation 56510000.0 55977000.0
Other Cashflows From Investing Activities -7843000.0 -156000.0
Change To Inventory -6861000.0 3284000.0
Change To Account Receivables -9263000.0 8877000.0
Change To Netincome -85331000.0 109242000.0
Capital Expenditures -29434000.0 -45863000.0
Repurchase Of Stock NaN -1000.0
Other Cashflows From Financing Activities NaN NaN
2021-06-30 2021-03-31
Change To Liabilities -6922000.0 -73000.0
Total Cashflows From Investing Activities -40225000.0 -5494000.0
Net Borrowings 56940000.0 -29803000.0
Total Cash From Financing Activities 54342000.0 -31875000.0
Change To Operating Activities -14728000.0 -3098000.0
Net Income 4172000.0 26404000.0
Change In Cash 108726000.0 40627000.0
Total Cash From Operating Activities 94609000.0 77996000.0
Depreciation 52199000.0 59897000.0
Other Cashflows From Investing Activities -156000.0 -182000.0
Change To Inventory -3574000.0 475000.0
Change To Account Receivables 50857000.0 -5764000.0
Change To Netincome 10414000.0 -1985000.0
Capital Expenditures -43655000.0 -13800000.0
Repurchase Of Stock -230000.0 -2072000.0
Other Cashflows From Financing Activities -2368000.0 -2368000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 332361000 26404000
2Q2021 303895000 4172000
3Q2021 294837000 -113789000
4Q2021 338602000 117323000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 162586000.0 -154047000.0 -4721000.0
Minority Interest None None None
Net Income 117323000.0 -113789000.0 4172000.0
Selling General Administrative 20131000.0 22476000.0 22542000.0
Gross Profit 111053000.0 86408000.0 102837000.0
Ebit 150330000.0 -139095000.0 7904000.0
Operating Income 150330000.0 -139095000.0 7904000.0
Other Operating Expenses -115918000.0 147050000.0 20192000.0
Interest Expense -15849000.0 -16045000.0 -16187000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 45263000.0 -40258000.0 -8893000.0
Total Revenue 338602000.0 294837000.0 303895000.0
Total Operating Expenses 188272000.0 433932000.0 295991000.0
Cost Of Revenue 227549000.0 208429000.0 201058000.0
Total Other Income Expense Net 12256000.0 -14952000.0 -12625000.0
Discontinued Operations None None None
Net Income From Continuing Ops 117323000.0 -113789000.0 4172000.0
Net Income Applicable To Common Shares 117323000.0 -113789000.0 4172000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 31589000.0
Minority Interest None
Net Income 26404000.0
Selling General Administrative 23964000.0
Gross Profit 120238000.0
Ebit 36592000.0
Operating Income 36592000.0
Other Operating Expenses -215000.0
Interest Expense -15261000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 5185000.0
Total Revenue 332361000.0
Total Operating Expenses 295769000.0
Cost Of Revenue 212123000.0
Total Other Income Expense Net -5003000.0
Discontinued Operations None
Net Income From Continuing Ops 26404000.0
Net Income Applicable To Common Shares 26404000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 2228007 2022-01-30
1 SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini... 1914035 2022-01-30
2 iShares Russell 2000 ETF 792575 2022-01-30
3 Vanguard Total Stock Market Index Fund 735685 2021-12-30
4 Victory Portfolios-Victory Integrity Small Cap... 704300 2021-12-30
5 DFA U.S. Small Cap Value Series 629572 2022-01-30
6 iShares S&P Smallcap 600 Value ETF 526608 2022-01-30
7 Vanguard Extended Market Index Fund 430229 2021-12-30
8 iShares Russell 2000 Value ETF 366723 2022-01-30
9 Pacer Small Cap U.S. Cash Cows 100 ETF 323552 2022-01-30
% Out Value
0 0.0640 48436872
1 0.0550 41611120
2 0.0228 17230580
3 0.0211 16707406
4 0.0202 15994653
5 0.0181 13686895
6 0.0151 11448457
7 0.0124 9770500
8 0.0105 7972558
9 0.0093 7034020 ]
['options', ('2022-06-17', '2022-08-19')]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14113253.515625
Sector 1YMF: 20.09100341796875
1YMF: 20.09100341796875
risk trend factor: 1.0529877099958074
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.943627 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 67.4382 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.00644 Diagnostics & Research 4062789888
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.48 8.132791
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 7.501749 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 67690600 1.93 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 59.540001 | 59.091792 | 66.38219 | 73.672588 | 61.651587 | 5.304665 | 51.042258 | 72.260917 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 1.772745 | 59.540001 | 14113253.515625 | 0.774897 | 0.957446 | 0.533091 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -124.31001281738281 Sector Volume Factor: 1.2144136602789217 Sector Risk Trend Factor: -2.8504922628415557 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 41.48282594748043 60.16277129292424 test cv mean error, stdev (10 folds): 42.472503998805934 63.01381599971796 sell date: 2022-09-18 expected return: 0.08386712325682995 discounted return: 0.0008663461954796503 quarter return: 1.0829289318966995
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 340204000.0 348510000.0 356883000.0
Capital Surplus 691516000.0 685472000.0 680819000.0
Total Liab 417316000.0 399345000.0 348472000.0
Total Stockholder Equity 515850000.0 464439000.0 499344000.0
Other Current Liab 89178000.0 NaN NaN
Total Assets 933166000.0 863784000.0 847816000.0
Common Stock 686000.0 677000.0 677000.0
Other Current Assets 12860000.0 2705000.0 12043000.0
Retained Earnings -178263000.0 -221225000.0 -181010000.0
Other Liab 64083000.0 129181000.0 88437000.0
Good Will 61189000.0 61189000.0 61189000.0
Treasury Stock 1911000.0 -485000.0 -1142000.0
Other Assets 78005000.0 92734000.0 103495000.0
Cash 105355000.0 98508000.0 91475000.0
Total Current Liabilities 177657000.0 90497000.0 76903000.0
Deferred Long Term Asset Charges 47868000.0 62764000.0 66493000.0
Short Long Term Debt 12500000.0 11607000.0 10766000.0
Other Stockholder Equity 1911000.0 -485000.0 -1142000.0
Property Plant Equipment 125634000.0 125560000.0 124728000.0
Total Current Assets 324747000.0 235791000.0 201521000.0
Long Term Investments 3387000.0 NaN NaN
Net Tangible Assets 114457000.0 54740000.0 81272000.0
Net Receivables 172283000.0 89336000.0 64054000.0
Long Term Debt 159165000.0 162729000.0 166479000.0
Inventory 34249000.0 35129000.0 33949000.0
Accounts Payable 22383000.0 20787000.0 20508000.0
2021-06-30
Intangible Assets 365259000.0
Capital Surplus 676059000.0
Total Liab 349662000.0
Total Stockholder Equity 508140000.0
Other Current Liab NaN
Total Assets 857802000.0
Common Stock 676000.0
Other Current Assets 8102000.0
Retained Earnings -167595000.0
Other Liab 106587000.0
Good Will 61189000.0
Treasury Stock -1000000.0
Other Assets 126648000.0
Cash 91500000.0
Total Current Liabilities 73826000.0
Deferred Long Term Asset Charges 64777000.0
Short Long Term Debt 11269000.0
Other Stockholder Equity -1000000.0
Property Plant Equipment 118493000.0
Total Current Assets 186213000.0
Long Term Investments NaN
Net Tangible Assets 81692000.0
Net Receivables 54892000.0
Long Term Debt 168514000.0
Inventory 31719000.0
Accounts Payable 21471000.0 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 2021-09-30 \
Change To Liabilities 1506000.0 649000.0 -1112000.0
Total Cashflows From Investing Activities -1390000.0 -4544000.0 -2420000.0
Net Borrowings -2609000.0 -2591000.0 -2620000.0
Total Cash From Financing Activities -2179000.0 -2100000.0 -1726000.0
Change To Operating Activities -1674000.0 10133000.0 3754000.0
Issuance Of Stock 5934000.0 678000.0 961000.0
Net Income 42962000.0 -40215000.0 -13415000.0
Change In Cash 6846000.0 7034000.0 -25000.0
Repurchase Of Stock -5504000.0 -187000.0 -67000.0
Effect Of Exchange Rate 151000.0 -211000.0 -219000.0
Total Cash From Operating Activities 10264000.0 13889000.0 4340000.0
Depreciation 11786000.0 12200000.0 12339000.0
Change To Inventory -1634000.0 -2924000.0 -2513000.0
Change To Account Receivables -85155000.0 -25381000.0 -9272000.0
Change To Netincome 42227000.0 59181000.0 14314000.0
Capital Expenditures -3190000.0 -4544000.0 -2420000.0
2021-06-30
Change To Liabilities 1778000.0
Total Cashflows From Investing Activities -2656000.0
Net Borrowings -2565000.0
Total Cash From Financing Activities -715000.0
Change To Operating Activities 9341000.0
Issuance Of Stock 2043000.0
Net Income -26657000.0
Change In Cash 22639000.0
Repurchase Of Stock -193000.0
Effect Of Exchange Rate 141000.0
Total Cash From Operating Activities 25869000.0
Depreciation 9626000.0
Change To Inventory -2001000.0
Change To Account Receivables 3897000.0
Change To Netincome 29700000.0
Capital Expenditures -2656000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 101064000 -26657000
3Q2021 102073000 -13415000
4Q2021 129562000 -40215000
1Q2022 208880000 42962000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development 12203000.0 11293000.0 11252000.0
Effect Of Accounting Charges None None None
Income Before Tax 57901000.0 -41007000.0 -19837000.0
Minority Interest None None None
Net Income 42962000.0 -40215000.0 -13415000.0
Selling General Administrative 57942000.0 42593000.0 36205000.0
Gross Profit 129070000.0 57908000.0 42669000.0
Ebit 58925000.0 4022000.0 -4788000.0
Operating Income 58925000.0 4022000.0 -4788000.0
Other Operating Expenses None None None
Interest Expense -1509000.0 -1528000.0 -1569000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 14939000.0 -792000.0 -6422000.0
Total Revenue 208880000.0 129562000.0 102073000.0
Total Operating Expenses 149955000.0 125540000.0 106861000.0
Cost Of Revenue 79810000.0 71654000.0 59404000.0
Total Other Income Expense Net -1024000.0 -45029000.0 -15049000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42962000.0 -40215000.0 -13415000.0
Net Income Applicable To Common Shares 42962000.0 -40215000.0 -13415000.0
2021-06-30
Research Development 12061000.0
Effect Of Accounting Charges None
Income Before Tax -28536000.0
Minority Interest None
Net Income -26657000.0
Selling General Administrative 60808000.0
Gross Profit 46088000.0
Ebit -26781000.0
Operating Income -26781000.0
Other Operating Expenses None
Interest Expense -1937000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -1879000.0
Total Revenue 101064000.0
Total Operating Expenses 127845000.0
Cost Of Revenue 54976000.0
Total Other Income Expense Net -1755000.0
Discontinued Operations None
Net Income From Continuing Ops -26657000.0
Net Income Applicable To Common Shares -26657000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 4760862 2022-01-30
1 Vanguard Total Stock Market Index Fund 1818068 2021-12-30
2 iShares Russell 2000 ETF 1546604 2022-01-30
3 Artisan International Small-Mid Fund 1430335 2021-12-30
4 Thrivent Small Cap Stock Fund 983011 2022-01-30
5 Vanguard Extended Market Index Fund 869393 2021-12-30
6 John Hancock Small Cap Core Fd 846280 2022-01-30
7 Blair (William) Mutual Funds,Inc-Small Cap Val... 724920 2022-02-27
8 Price (T.Rowe) Small-Cap Value Fund 720839 2021-12-30
9 Price (T.Rowe) Health Sciences Fund 720458 2021-12-30
% Out Value
0 0.0694 120973503
1 0.0265 52523984
2 0.0225 39299207
3 0.0208 41322378
4 0.0143 24978309
5 0.0127 25116763
6 0.0123 21503974
7 0.0106 34665674
8 0.0105 20825038
9 0.0105 20814031 ]
['options', ('2022-07-15',)]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21743692.96875
Sector 1YMF: 9.990001678466797
1YMF: 9.990001678466797
risk trend factor: 0.9920558074695336
beta currentRatio debtToEquity earningsGrowth ebitda \
GO -0.204778 1.904 144.187 -0.368 158646000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
GO 0.05023 34.782608 -14480875 0.30639 948786000
heldPercentInstitutions industry marketCap operatingCashflow \
GO 1.0557 Grocery Stores 3854695936 175503008
operatingMargins payoutRatio pegRatio priceToBook \
GO 0.02681 0 3.5 3.760813
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
GO 1.220403 0.01741 0.611 0.02033
returnOnEquity revenueGrowth revenuePerShare sector \
GO 0.05577 0.105 32.914 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GO 96367400 6.55 137996000 1.432 1476578944
totalRevenue trailingPE
GO 3158543104 71.42857
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 40.450001 | 35.617662 | 37.784079 | 39.950497 | 35.093175 | 2.395336 | 30.302502 | 39.883847 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GO | 1.107204 | 40.450001 | 21743692.96875 | 0.697775 | 0.177952 | 0.402887 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -69.8699951171875 Sector Volume Factor: 1.4804916728676867 Sector Risk Trend Factor: -2.02874535900685 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 15.80987933983161 6.829165054824745 test cv mean error, stdev (10 folds): 15.809879339831612 6.829165054824745 sell date: 2022-07-24 expected return: 0.014618691441191397 discounted return: 0.00039231662398697686 quarter return: 1.0367450559027056
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: XOM
sector: error
sector: error
Index: SP500
vol_30d_2yr: 552368724.0234375
Sector 1YMF: 24.93999481201172
1YMF: 24.93999481201172
risk trend factor: 0.9490105011595055
Empty DataFrame
Columns: []
Index: [XOM]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 91.389999 | 89.198012 | 96.716825 | 104.235638 | 88.786289 | 6.588575 | 75.609139 | 101.963438 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.083511 | 91.389999 | 552368724.023438 | 0.809562 | 0.916245 | 0.534339 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 97.73490803510009 107.32363912819847 test cv mean error, stdev (10 folds): 107.20989594386506 108.08678833916397 sell date: 2022-09-18 expected return: 0.23531371659580935 discounted return: 0.0022748950470505847 quarter return: 1.2325098859607904
['mutualfund_holders', Holder Shares \
0 Vanguard Total Stock Market Index Fund 120310714
1 Vanguard Total Stock Market Index Fund 120310714
2 Select Sector SPDR Fund-Energy Select 104790890
3 Select Sector SPDR Fund-Energy Select 104790890
4 Vanguard 500 Index Fund 89656123
5 Vanguard 500 Index Fund 89656123
6 SPDR S&P 500 ETF Trust 44986060
7 SPDR S&P 500 ETF Trust 44986060
8 Fidelity 500 Index Fund 43355092
9 Fidelity 500 Index Fund 43355092
10 iShares Core S&P 500 ETF 35205800
11 iShares Core S&P 500 ETF 35205800
12 Vanguard Index-Value Index Fund 32349611
13 Vanguard Index-Value Index Fund 32349611
14 Vanguard Institutional Index Fund-Institutiona... 31898803
15 Vanguard Institutional Index Fund-Institutiona... 31898803
16 Vanguard Energy Index Fund 24678647
17 Vanguard Energy Index Fund 24678647
18 First Eagle Global Fund 17012219
19 First Eagle Global Fund 17012219
Date Reported % Out Value
0 2021-12-30 0.0286 7361812589
1 2021-12-30 0.0284 7361812589
2 2022-01-30 0.0249 7959916004
3 2022-01-30 0.0248 7959916004
4 2021-12-30 0.0213 5486058166
5 2021-12-30 0.0212 5486058166
6 2022-01-30 0.0107 3417141117
7 2022-01-30 0.0106 3417141117
8 2022-02-27 0.0103 3399906314
9 2022-02-27 0.0102 3399906314
10 2022-01-30 0.0084 2674232568
11 2022-01-30 0.0083 2674232568
12 2021-12-30 0.0077 1979472697
13 2021-12-30 0.0076 1979472697
14 2021-12-30 0.0076 1951887755
15 2021-12-30 0.0075 1951887755
16 2022-02-27 0.0059 1935299497
17 2022-02-27 0.0058 1935299497
18 2022-01-30 0.0040 1292248155
19 2022-01-30 0.0040 1292248155 ]
['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22892569.7265625
Sector 1YMF: 38.0699462890625
1YMF: 38.0699462890625
risk trend factor: 0.9362996276495538
beta currentRatio dividendRate dividendYield ebitda \
MCK 0.716666 0.98 1.88 0.0058 3516999936
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MCK 0.01368 13.83477 2778374912 0.0503 11967000000
heldPercentInstitutions industry marketCap \
MCK 0.898 Medical Distribution 46534418432
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4917000192 0.0105 0.2521 1.05
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.181064 0.00549 0.445 0.02686
returnOnEquity revenueGrowth revenuePerShare sector \
MCK 14.01754 0.096 1655.966 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MCK 152682000 2.69 2753999872 18.385 8098999808
totalRevenue
MCK 257005993984
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 304.019989 | 301.863634 | 319.558729 | 337.253824 | 317.76984 | 10.161133 | 297.447575 | 338.092106 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 0.981008 | 304.019989 | 22892569.726562 | 0.820561 | 0.997806 | 0.461676 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -124.31001281738281 Sector Volume Factor: 1.2144136602789217 Sector Risk Trend Factor: -2.8504922628415557 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 460.68525262037815 633.1761312071055 test cv mean error, stdev (10 folds): 495.9381907679 653.7069393524685 sell date: 2022-09-04 expected return: 0.06365637617324695 discounted return: 0.0007814746104450876 quarter return: 1.074513054576828
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 58
governanceScore 5.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile 0
militaryContract False]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189223264.453125
Sector 1YMF: 29.659996032714844
1YMF: 29.659996032714844
risk trend factor: 0.8399884359916364
beta currentRatio debtToEquity dividendRate dividendYield \
COP 1.420588 1.335 45.371 1.92 0.0187
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
COP 20018999296 0.42904 12.647641 10509124608 0.49156
grossProfits heldPercentInstitutions industry marketCap \
COP 22936000000 0.80521 Oil & Gas E&P 130116534272
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
COP 16995999744 0.27435 0.2348 0.54 2.949491
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
COP 2.78861 0.17315 1.094 0.10439
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
COP 0.21471 1.771 35.237 Energy 1318950016
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
COP 1.79 6591000064 5.072 20600999936 46660001792
trailingPE
COP 26.756605
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 102.419998 | 101.7508 | 112.619206 | 123.487613 | 104.448413 | 7.348641 | 89.751132 | 119.145694 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| COP | 0.8692 | 102.419998 | 189223264.453125 | 0.77566 | 0.929388 | 0.48705 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 143.25760529439555 169.46635721089507 test cv mean error, stdev (10 folds): 156.83364486058147 171.94040477575322 sell date: 2022-09-18 expected return: 0.23531551862796574 discounted return: 0.002274910768365501 quarter return: 1.2325116645701102
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 6.058100e+10 6.043100e+10 6.033700e+10
Total Liab 4.525500e+10 4.318900e+10 4.112700e+10
Total Stockholder Equity 4.540600e+10 4.411500e+10 4.427600e+10
Other Current Liab 4.390000e+09 3.763000e+09 2.094000e+09
Total Assets 9.066100e+10 8.730400e+10 8.540300e+10
Common Stock 2.100000e+07 2.100000e+07 2.100000e+07
Other Current Assets 1.348000e+09 1.696000e+09 7.800000e+08
Retained Earnings 4.067400e+10 3.830700e+10 3.711600e+10
Other Liab 1.402100e+10 1.399200e+10 1.417200e+10
Treasury Stock -5.587000e+10 -5.464400e+10 -5.319800e+10
Other Assets 2.036000e+09 2.376000e+09 2.501000e+09
Cash 5.028000e+09 9.833000e+09 6.608000e+09
Total Current Liabilities 1.202100e+10 1.044900e+10 8.150000e+09
Short Long Term Debt 9.200000e+08 9.200000e+08 1.205000e+09
Other Stockholder Equity -4.950000e+09 -5.123000e+09 -4.920000e+09
Property Plant Equipment 6.556000e+10 5.668900e+10 5.771700e+10
Total Current Assets 1.605000e+10 2.018100e+10 1.717200e+10
Long Term Investments 7.015000e+09 8.058000e+09 8.013000e+09
Net Tangible Assets 4.540600e+10 4.411500e+10 4.427600e+10
Short Term Investments 1.563000e+09 2.094000e+09 4.053000e+09
Net Receivables 6.670000e+09 5.465000e+09 4.524000e+09
Long Term Debt 1.775300e+10 1.789500e+10 1.793000e+10
Inventory 1.208000e+09 1.043000e+09 1.138000e+09
Accounts Payable 5.025000e+09 4.131000e+09 3.613000e+09
2021-03-31
Capital Surplus 6.027800e+10
Total Liab 4.053800e+10
Total Stockholder Equity 4.315500e+10
Other Current Liab 1.180000e+09
Total Assets 8.369300e+10
Common Stock 2.100000e+07
Other Current Assets 3.260000e+08
Retained Earnings 3.560800e+10
Other Liab 1.401600e+10
Treasury Stock -5.275200e+10
Other Assets 2.523000e+09
Cash 2.831000e+09
Total Current Liabilities 7.184000e+09
Short Long Term Debt 6.890000e+08
Other Stockholder Equity -5.080000e+09
Property Plant Equipment 5.827000e+10
Total Current Assets 1.461400e+10
Long Term Investments 8.286000e+09
Net Tangible Assets 4.315500e+10
Short Term Investments 5.668000e+09
Net Receivables 4.481000e+09
Long Term Debt 1.846500e+10
Inventory 1.098000e+09
Accounts Payable 3.779000e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 2.450000e+08 1.544000e+09
Change To Liabilities 7.170000e+08 3.590000e+08
Total Cashflows From Investing Activities -8.595000e+09 5.320000e+08
Net Borrowings -1.420000e+08 -3.190000e+08
Total Cash From Financing Activities -2.031000e+09 -2.086000e+09
Change To Operating Activities 1.510000e+08 -4.120000e+08
Issuance Of Stock 1.180000e+08 2.700000e+07
Net Income 2.627000e+09 2.379000e+09
Change In Cash -4.789000e+09 3.231000e+09
Repurchase Of Stock -1.399000e+09 -1.243000e+09
Effect Of Exchange Rate -3.100000e+07 -1.200000e+07
Total Cash From Operating Activities 5.868000e+09 4.797000e+09
Depreciation 1.792000e+09 1.672000e+09
Other Cashflows From Investing Activities 5.280000e+08 -3.420000e+08
Dividends Paid -6.090000e+08 -5.790000e+08
Change To Inventory -1.470000e+08 7.600000e+07
Change To Account Receivables -8.810000e+08 -8.250000e+08
Other Cashflows From Financing Activities 1.000000e+06 2.800000e+07
Change To Netincome 1.076000e+09 4.400000e+07
Capital Expenditures -1.557000e+09 -1.302000e+09
2021-06-30 2021-03-31
Investments 1.801000e+09 -4.990000e+08
Change To Liabilities -1.010000e+08 4.240000e+08
Total Cashflows From Investing Activities 7.340000e+08 -1.215000e+09
Net Borrowings -1.800000e+07 -2.600000e+07
Total Cash From Financing Activities -1.203000e+09 -1.015000e+09
Change To Operating Activities -3.450000e+08 -4.300000e+07
Issuance Of Stock 2.700000e+07 2.700000e+07
Net Income 2.091000e+09 9.820000e+08
Change In Cash 3.793000e+09 -1.520000e+08
Repurchase Of Stock -6.060000e+08 -3.750000e+08
Effect Of Exchange Rate 1.100000e+07 -2.000000e+06
Total Cash From Operating Activities 4.251000e+09 2.080000e+09
Depreciation 1.868000e+09 1.886000e+09
Other Cashflows From Investing Activities 2.100000e+07 1.190000e+08
Dividends Paid -5.830000e+08 -5.880000e+08
Change To Inventory -3.800000e+07 -5.100000e+07
Change To Account Receivables -9.000000e+06 -7.850000e+08
Other Cashflows From Financing Activities 4.000000e+06 -2.600000e+07
Change To Netincome 8.100000e+07 -7.730000e+08
Capital Expenditures -1.248000e+09 -1.217000e+09 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 9948000000 982000000
2Q2021 9695000000 2091000000
3Q2021 11565000000 2379000000
4Q2021 15452000000 2627000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 4336000000.0 3582000000.0
Minority Interest None None
Net Income 2627000000.0 2379000000.0
Selling General Administrative 176000000.0 144000000.0
Gross Profit 7429000000.0 5997000000.0
Ebit 4802000000.0 3659000000.0
Operating Income 4802000000.0 3659000000.0
Other Operating Expenses 534000000.0 457000000.0
Interest Expense -219000000.0 -219000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 1709000000.0 1203000000.0
Total Revenue 15452000000.0 11565000000.0
Total Operating Expenses 10650000000.0 7906000000.0
Cost Of Revenue 8023000000.0 5568000000.0
Total Other Income Expense Net -466000000.0 -77000000.0
Discontinued Operations None None
Net Income From Continuing Ops 2627000000.0 2379000000.0
Net Income Applicable To Common Shares 2627000000.0 2379000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 3080000000.0 1714000000.0
Minority Interest None None
Net Income 2091000000.0 982000000.0
Selling General Administrative 156000000.0 274000000.0
Gross Profit 5318000000.0 4138000000.0
Ebit 2793000000.0 1483000000.0
Operating Income 2793000000.0 1483000000.0
Other Operating Expenses 445000000.0 415000000.0
Interest Expense -220000000.0 -226000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 989000000.0 732000000.0
Total Revenue 9695000000.0 9948000000.0
Total Operating Expenses 6902000000.0 8465000000.0
Cost Of Revenue 4377000000.0 5810000000.0
Total Other Income Expense Net 287000000.0 231000000.0
Discontinued Operations None None
Net Income From Continuing Ops 2091000000.0 982000000.0
Net Income Applicable To Common Shares 2091000000.0 982000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 37482675 2021-12-30 0.0290
1 Vanguard 500 Index Fund 27932470 2021-12-30 0.0216
2 Select Sector SPDR Fund-Energy Select 17578768 2022-01-30 0.0136
3 JP Morgan Equity Income Fund 17507721 2021-12-30 0.0135
4 American Mutual Fund Inc 14946383 2022-01-30 0.0116
5 Dodge & Cox Stock Fund 14316858 2021-12-30 0.0111
6 Washington Mutual Investors Fund 14216422 2022-01-30 0.0110
7 SPDR S&P 500 ETF Trust 14014015 2022-01-30 0.0108
8 Fidelity 500 Index Fund 13507069 2022-02-27 0.0104
9 iShares Core S&P 500 ETF 10969668 2022-01-30 0.0085
Value
0 2705499481
1 2016165684
2 1557830420
3 1263707301
4 1324548461
5 1033390810
6 1259859317
7 1241922009
8 1281280565
9 972131978 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.68
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.92
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 77.49
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.53
governancePercentile 0
militaryContract False]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54246410.7421875
Sector 1YMF: 10.880002975463867
1YMF: 10.880002975463867
risk trend factor: 0.8254932586524946
beta currentRatio dividendRate dividendYield ebitda ebitdaMargins \
HRB 0.77549 1.058 1.08 0.0334 775283968 0.29948
forwardPE grossMargins grossProfits heldPercentInstitutions \
HRB 11.050994 0.46994 1400058000 0.93728
industry marketCap operatingCashflow operatingMargins \
HRB Personal Services 5861442048 -1775000 0.24504
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
HRB 0.3344 0.92 379.25 2.264185
profitMargins quickRatio revenueGrowth revenuePerShare sector \
HRB 0.19834 0.844 0.119 14.768 Consumer Cyclical
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HRB 175628992 6.28 336249984 2.044 2666034944
totalRevenue trailingPE
HRB 2588764928 13.566667
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 33.27 | 32.463712 | 34.639683 | 36.815653 | 29.59127 | 4.038276 | 21.514719 | 37.667821 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 1.002949 | 33.27 | 54246410.742188 | 0.850294 | 0.68658 | 0.435784 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -369.34999084472656 Sector Volume Factor: 1.2963402483527684 Sector Risk Trend Factor: -4.1537329629948685 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 7.876975207816215 7.1666374330399965 test cv mean error, stdev (10 folds): 8.085382812116858 7.484583508127284 sell date: 2022-08-07 expected return: 0.07922483240376207 discounted return: 0.0014960794954594903 quarter return: 1.1474435369623213
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-04-30 \
Intangible Assets 3.345570e+08 3.374510e+08 3.601480e+08
Capital Surplus 7.706610e+08 7.706830e+08 7.832920e+08
Total Liab 3.472710e+09 3.352499e+09 3.301245e+09
Total Stockholder Equity -3.726550e+08 1.552800e+07 3.524010e+08
Other Current Liab 2.636960e+08 3.421690e+08 4.931200e+08
Total Assets 3.100055e+09 3.368027e+09 3.653646e+09
Common Stock 2.033000e+06 2.099000e+06 2.167000e+06
Other Current Assets 1.236860e+08 1.390670e+08 1.286690e+08
Retained Earnings -4.668560e+08 -7.475700e+07 2.485060e+08
Other Liab 3.246140e+08 3.938340e+08 4.055010e+08
Good Will 7.591830e+08 7.494090e+08 7.576590e+08
Treasury Stock -6.784930e+08 -6.824970e+08 -6.815640e+08
Other Assets 2.297300e+08 2.336890e+08 2.503790e+08
Cash 3.362500e+08 8.917390e+08 9.342510e+08
Total Current Liabilities 1.171440e+09 7.529690e+08 1.163079e+09
Deferred Long Term Asset Charges 1.796260e+08 1.789460e+08 1.828480e+08
Short Long Term Debt 4.993950e+08 NaN NaN
Other Stockholder Equity -9.433000e+06 -1.108900e+07 4.786000e+06
Property Plant Equipment 5.369810e+08 5.517300e+08 5.857360e+08
Total Current Assets 1.239604e+09 1.495748e+09 1.699724e+09
Net Tangible Assets -1.466395e+09 -1.071332e+09 -7.654060e+08
Net Receivables 6.528840e+08 3.952280e+08 5.312420e+08
Long Term Debt 1.760830e+09 1.984512e+09 1.490039e+09
Accounts Payable 1.558410e+08 1.548050e+08 1.896840e+08
2021-01-31
Intangible Assets 3.812640e+08
Capital Surplus 7.784950e+08
Total Liab 3.702943e+09
Total Stockholder Equity -5.345800e+08
Other Current Liab 2.313770e+08
Total Assets 3.168363e+09
Common Stock 2.187000e+06
Other Current Assets 1.811590e+08
Retained Earnings -6.165180e+08
Other Liab 3.965030e+08
Good Will 7.456160e+08
Treasury Stock -6.987440e+08
Other Assets 2.388310e+08
Cash 2.802490e+08
Total Current Liabilities 6.914830e+08
Deferred Long Term Asset Charges 1.795980e+08
Short Long Term Debt NaN
Other Stockholder Equity -1.169300e+07
Property Plant Equipment 5.820100e+08
Total Current Assets 1.220642e+09
Net Tangible Assets -1.661460e+09
Net Receivables 5.630890e+08
Long Term Debt 2.369574e+09
Accounts Payable 1.553800e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -10603000.0 -162205000.0
Total Cashflows From Investing Activities -37991000.0 -19453000.0
Net Borrowings 275000000.0 275000000.0
Total Cash From Financing Activities 67439000.0 -217322000.0
Change To Operating Activities -58473000.0 7172000.0
Issuance Of Stock 682000.0 3385000.0
Net Income -190605000.0 -151601000.0
Change In Cash -570870000.0 -553358000.0
Repurchase Of Stock -158789000.0 -165800000.0
Effect Of Exchange Rate 629000.0 -3959000.0
Total Cash From Operating Activities -600947000.0 -312624000.0
Depreciation 35631000.0 35715000.0
Other Cashflows From Investing Activities 7460000.0 2067000.0
Dividends Paid -47942000.0 -48996000.0
Change To Account Receivables -251984000.0 35913000.0
Other Cashflows From Financing Activities -1512000.0 -5911000.0
Change To Netincome 49407000.0 -4850000.0
Capital Expenditures -23751000.0 -15620000.0
2021-04-30 2021-01-31
Change To Liabilities 2.120270e+08 121208000.0
Total Cashflows From Investing Activities 2.858900e+07 -50680000.0
Net Borrowings -8.800000e+08 810000000.0
Total Cash From Financing Activities -9.659980e+08 763120000.0
Change To Operating Activities 1.688400e+07 -55690000.0
Issuance Of Stock 1.000000e+03 1006000.0
Net Income 9.492520e+08 -232994000.0
Change In Cash 6.015120e+08 74084000.0
Repurchase Of Stock -3.813600e+07 -4000.0
Effect Of Exchange Rate 4.314000e+06 7584000.0
Total Cash From Operating Activities 1.534607e+09 -645940000.0
Depreciation 3.968900e+07 39856000.0
Other Cashflows From Investing Activities 1.497400e+07 -6854000.0
Dividends Paid -4.718100e+07 -47689000.0
Change To Account Receivables 2.873740e+08 -489891000.0
Other Cashflows From Financing Activities -6.820000e+05 -193000.0
Change To Netincome 7.261100e+07 -20840000.0
Capital Expenditures -4.796000e+06 -21412000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 308227000 -232994000
2Q2021 2328180000 949252000
3Q2021 192624000 -151601000
4Q2021 158816000 -190605000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -298918000.0 -197318000.0
Minority Interest None None
Net Income -190605000.0 -151601000.0
Selling General Administrative 146793000.0 125864000.0
Gross Profit -130507000.0 -48908000.0
Ebit -277300000.0 -174772000.0
Operating Income -277300000.0 -174772000.0
Other Operating Expenses None None
Interest Expense -23085000.0 -22830000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -109845000.0 -47373000.0
Total Revenue 158816000.0 192624000.0
Total Operating Expenses 436116000.0 367396000.0
Cost Of Revenue 289323000.0 241532000.0
Total Other Income Expense Net -21618000.0 -22546000.0
Discontinued Operations -1532000.0 -1656000.0
Net Income From Continuing Ops -189073000.0 -149945000.0
Net Income Applicable To Common Shares -190815000.0 -151840000.0
2021-04-30 2021-01-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1065221000.0 -283500000.0
Minority Interest None None
Net Income 949252000.0 -232994000.0
Selling General Administrative 340900000.0 191488000.0
Gross Profit 1426452000.0 -72046000.0
Ebit 1085552000.0 -263534000.0
Operating Income 1085552000.0 -263534000.0
Other Operating Expenses None None
Interest Expense -23562000.0 -22333000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 114254000.0 -51669000.0
Total Revenue 2328180000.0 308227000.0
Total Operating Expenses 1242628000.0 571761000.0
Cost Of Revenue 901728000.0 380273000.0
Total Other Income Expense Net -20331000.0 -19966000.0
Discontinued Operations -1715000.0 -1163000.0
Net Income From Continuing Ops 950967000.0 -231831000.0
Net Income Applicable To Common Shares 947431000.0 -233204000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 4993851 2021-12-30
1 iShares Core S&P Midcap ETF 4885128 2022-01-30
2 Vanguard Small-Cap Index Fund 4419687 2021-12-30
3 Vanguard Fenway Funds-Equity Income Fund 3882113 2021-12-30
4 iShares Select Dividend ETF 3817819 2022-01-30
5 Capitol Ser Tr-Fuller & Thaler Behavioral Smal... 3398675 2022-03-30
6 Vanguard Small Cap Value Index Fund 2804040 2021-12-30
7 Vanguard Extended Market Index Fund 2336271 2021-12-30
8 Royce Special Equity Fund 1540000 2021-12-30
9 Fidelity Select Portfolios-IT Services 1519900 2022-02-27
% Out Value
0 0.0313 117655129
1 0.0306 111674026
2 0.0277 104127825
3 0.0243 91462582
4 0.0239 87275342
5 0.0213 88501497
6 0.0176 66063182
7 0.0146 55042544
8 0.0096 36282400
9 0.0095 37708719 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85523868.75
Sector 1YMF: 17.739999771118164
1YMF: 17.739999771118164
risk trend factor: 0.7763675270964514
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.179219 0.717 93.916 0.02 0.0004 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 5.310769 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88365 Oil & Gas E&P 6310117888 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.17 2.983406
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 2.178288 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121864000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue trailingPE
SM 1.89 419887008 3.446 1986428032 2896824064 19.444235
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 43.299999 | 35.804937 | 46.433175 | 57.061412 | 41.064762 | 5.410478 | 30.243807 | 51.885717 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.613435 | 43.299999 | 85523868.75 | 0.782398 | 0.889778 | 0.475064 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 63.929367331236 97.81975162654231 test cv mean error, stdev (10 folds): 70.16542781018352 100.48781635520929 sell date: 2022-06-19 expected return: 0.13118389304907963 discounted return: 0.06357129194477595 quarter return: 290.0866736776227
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237831403.90625
Sector 1YMF: 20.21000099182129
1YMF: 20.21000099182129
risk trend factor: 0.7690258370233172
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.588475 1.325 71.489 5.08 0.0742
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
DVN 3.625 6653000192 0.4454 6.462943 3098249984
grossMargins grossProfits heldPercentInstitutions industry \
DVN 0.58211 7414000000 0.84985 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
DVN 39712198656 6144000000 0.29732 0.4991 0.35
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
DVN 4.274652 2.658646 0.24027 1.188
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
DVN 0.13144 0.4031 0.74 22.47 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
DVN 660000000 1.41 2459000064 3.726 6744999936
totalRevenue trailingPE
DVN 14936999936 11.295287
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 63.27 | 65.653 | 73.105238 | 80.557476 | 65.763333 | 6.439721 | 52.883892 | 78.642775 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.026625 | 63.27 | 237831403.90625 | 0.774941 | 0.955415 | 0.547561 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 83.12660658892773 137.91142109736185 test cv mean error, stdev (10 folds): 90.96221672637152 142.28897168629175 sell date: 2022-09-18 expected return: 0.797646234364674 discounted return: 0.006326142840587856 quarter return: 1.786345557207148
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.86
environmentPercentile None
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile None
militaryContract False]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248152.734375
Sector 1YMF: 16.089935302734375
1YMF: 16.089935302734375
risk trend factor: 0.7290407776656204
Empty DataFrame
Columns: []
Index: [ROG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 257.079987 | 254.024813 | 260.133967 | 266.243121 | 267.796825 | 6.249567 | 255.297691 | 280.295958 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROG | 0.994011 | 257.079987 | 3248152.734375 | 0.902528 | 0.707598 | 0.478685 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 850.4186272902851 1192.0450461734074 test cv mean error, stdev (10 folds): 929.9643875509277 1222.0743546869942 sell date: 2022-06-19 expected return: -0.0017051801509878077 discounted return: -0.0008529538406210069 quarter return: 0.9244972166894726
['options', ('2022-06-17',)]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26835210.15625
Sector 1YMF: 1.3999958038330078
1YMF: 1.3999958038330078
risk trend factor: 0.6666639418858753
Empty DataFrame
Columns: []
Index: [SJI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 33.759998 | 33.569809 | 34.296825 | 35.023842 | 34.249841 | 0.377921 | 33.494 | 35.005683 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SJI | 0.714807 | 33.759998 | 26835210.15625 | 0.908665 | 0.156179 | 0.415159 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 8.57891461718493 6.743172921267984 test cv mean error, stdev (10 folds): 9.098370749065896 6.859244780807526 sell date: 2022-09-18 expected return: 0.05609237205772791 discounted return: 0.0005870072213238764 quarter return: 1.055472801901096
['options', ('2022-07-15',)]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204947064.2578125
Sector 1YMF: 10.489994049072266
1YMF: 10.489994049072266
risk trend factor: 0.6626653718064264
beta currentRatio debtToEquity dividendRate dividendYield \
APA 4.125226 1.227 704.108 0.5 0.012
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
APA 4.324 4982000128 0.56569 4.022178 2424875008
grossMargins grossProfits heldPercentInstitutions industry \
APA 0.67015 5080000000 0.86629 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
APA 13495457792 3716000000 0.40218 0.0339 0.17
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
APA 1.532356 0.28023 0.882 0.17293
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
APA 4.69732 0.405 24.063 Energy 338232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
APA 0.82 234000000 0.692 5999000064 8807000064
trailingPE
APA 5.931322
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 41.759998 | 40.031775 | 46.123016 | 52.214257 | 42.944286 | 3.29672 | 36.350846 | 49.537726 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 0.960568 | 41.759998 | 204947064.257812 | 0.771011 | 0.332977 | 0.446771 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 36.85290742437288 39.68174022446753 test cv mean error, stdev (10 folds): 40.3098803558175 40.00809135666297 sell date: 2022-07-03 expected return: 0.288656410404112 discounted return: 0.01597628599654799 quarter return: 4.298219066376698
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2021-3
palmOil False
controversialWeapons False
gambling False
socialScore 8.88
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 71
governanceScore 7.96
environmentPercentile None
animalTesting False
tobacco False
totalEsg 38.81
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 82.83
peerGroup Oil & Gas Producers
smallArms False
environmentScore 21.98
governancePercentile None
militaryContract False]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141887166.2109375
Sector 1YMF: 21.600013732910156
1YMF: 21.600013732910156
risk trend factor: 0.6589388205393177
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
MPC 1.75499 1.449 89.568 2.32 0.0252 8572000256
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MPC 0.06306 11.425641 18097874944 0.08778 10443000000
heldPercentInstitutions industry marketCap \
MPC 0.79737 Oil & Gas Refining & Marketing 48213475328
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MPC 6418999808 0.0386 0.5472 0.35 2.026145
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.354712 0.07964 1.045 0.03693
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.12817 0.679 222.006 Energy 540995008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.78 10597000192 19.588 28034000896 135922999296
trailingPE
MPC 5.082117
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 91.980003 | 91.102268 | 102.463968 | 113.825668 | 92.242475 | 8.974023 | 74.29443 | 110.190521 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 1.076525 | 91.980003 | 141887166.210938 | 0.745187 | 0.710335 | 0.51907 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 131.0795318352937 179.9759321483381 test cv mean error, stdev (10 folds): 136.70941679332753 187.83455254633932 sell date: 2022-08-28 expected return: 0.2450897103588813 discounted return: 0.003049189124186169 quarter return: 1.323260252034655
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 5.87
environmentPercentile None
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile None
militaryContract False]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51415267.1875
Sector 1YMF: 14.680000305175781
1YMF: 14.680000305175781
risk trend factor: 0.6220339514544181
beta currentRatio debtToEquity dividendRate dividendYield \
DINO 1.54401 1.728 43.018 1.6 0.0278
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
DINO 0 1260462976 0.05641 10.206038 -1079519232
grossMargins grossProfits heldPercentInstitutions \
DINO 0.0784 1615735000 0.62669
industry marketCap operatingCashflow \
DINO Oil & Gas Refining & Marketing 12826910720 805392000
operatingMargins payoutRatio pegRatio priceToBook \
DINO 0.03909 0.1032 0.35 1.580395
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DINO 0.574075 0.02551 0.791 0.03679
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DINO 0.09048 1.128 134.828 Energy 223232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DINO 3.27 592278016 2.653 3818710016 22343598080
trailingPE
DINO 16.929876
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 47.77 | 43.583972 | 51.079524 | 58.575075 | 43.652222 | 6.256969 | 31.138285 | 56.166159 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DINO | 1.003531 | 47.77 | 51415267.1875 | 0.742624 | 0.504978 | 0.561898 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 72.576460284287 85.73941116506437 test cv mean error, stdev (10 folds): 78.90488809801519 87.44049172644745 sell date: 2022-09-18 expected return: 0.4346881252397488 discounted return: 0.003888697258628948 quarter return: 1.4291306687260636
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490913172.265625
Sector 1YMF: 6.459999084472656
1YMF: 6.459999084472656
risk trend factor: 0.6217515185815937
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.570326 1.103 36.547 0.32 0.0114
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MRO 13.833 3833999872 0.61789 5.767605 1898625024
grossMargins grossProfits heldPercentInstitutions industry \
MRO 0.78646 4355000000 0.80251 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MRO 17387968512 3684000000 0.28316 0.0769 0.54
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MRO 1.549962 2.802251 0.34698 1.051
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MRO 0.06065 0.1954 0.499 8.035 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MRO 707691008 0.85 682000000 0.964 4153999872
totalRevenue trailingPE
MRO 6205000192 8.825431
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 25.66 | 25.772469 | 29.609365 | 33.446261 | 26.939592 | 2.398748 | 22.142097 | 31.737087 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 0.917749 | 25.66 | 490913172.265625 | 0.743138 | 0.862619 | 0.540113 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 12.255532988040612 17.95164962742751 test cv mean error, stdev (10 folds): 13.299976731493661 18.506446200693375 sell date: 2022-09-18 expected return: 0.304604780251799 discounted return: 0.002863232581788777 quarter return: 1.3008800580845001
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.13
environmentPercentile None
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile None
militaryContract False]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48834102.9296875
Sector 1YMF: 14.820003509521484
1YMF: 14.820003509521484
risk trend factor: 0.6159603081184883
beta currentRatio debtToEquity dividendRate dividendYield \
MTDR 3.830762 0.997 64.085 0.2 0.003
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MTDR 2.392 1377725952 0.67726 6.607179 33695376
grossMargins grossProfits heldPercentInstitutions industry \
MTDR 0.85318 1462239000 0.94319 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MTDR 7609612288 1212914048 0.49636 0.0245 0.57
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MTDR 3.590058 3.740739 0.35956 0.801
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MTDR 0.15195 0.40598 0.966 17.345 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MTDR 118125000 4.68 63001000 0.533 1497975040
totalRevenue trailingPE
MTDR 2034253952 10.514118
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 56.040001 | 48.109737 | 59.192857 | 70.275978 | 55.063175 | 5.230673 | 44.601828 | 65.524522 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTDR | 0.642698 | 56.040001 | 48834102.929688 | 0.809075 | 0.921632 | 0.464965 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 57.85716415916249 62.82249472903784 test cv mean error, stdev (10 folds): 63.3976024234568 63.27460239490576 sell date: 2022-09-18 expected return: 0.23860812589271907 discounted return: 0.002303598355273051 quarter return: 1.235761427899895
['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 12003625.0
Sector 1YMF: 14.429996490478516
1YMF: 14.429996490478516
risk trend factor: 0.6123746319405766
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
ROCC 2.866152 0.497 80.978 323780000 0.45632 4.088889
freeCashflow grossMargins grossProfits heldPercentInstitutions \
ROCC 111158752 0.9232 508729000 0.83063
industry marketCap operatingCashflow operatingMargins \
ROCC Oil & Gas E&P 1051397696 390172992 0.23271
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
ROCC 0 0.14 3.345455 1.4818
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
ROCC 0.06175 0.404 0.08139 0.19205 1.903
revenuePerShare sector sharesOutstanding shortRatio totalCash \
ROCC 39.08 Energy 21163400 2.3 6358000
totalCashPerShare totalDebt totalRevenue trailingPE
ROCC 0.3 525808992 709540992 21.113474
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 41.779999 | 31.141411 | 43.043286 | 54.945161 | 37.837937 | 5.399882 | 27.038173 | 48.637701 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROCC | 1.057805 | 41.779999 | 12003625.0 | 0.749947 | 0.601456 | 0.578912 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 101.39949811580854 132.16950523588272 test cv mean error, stdev (10 folds): 108.73062213924891 136.47145070932157 sell date: 2022-08-07 expected return: 0.2110879822667285 discounted return: 0.003762336641273789 quarter return: 1.4126755527677608
['options', ('2022-07-15', '2022-12-16')]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90493904.4921875
Sector 1YMF: 28.05999755859375
1YMF: 28.05999755859375
risk trend factor: 0.5600798086468606
beta currentRatio debtToEquity dividendRate dividendYield \
VLO 1.762704 1.178 64.483 3.92 0.0306
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
VLO 6672999936 0.05306 10.321334 4647625216 0.05998
grossProfits heldPercentInstitutions industry \
VLO 5487000000 0.80541 Oil & Gas Refining & Marketing
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
VLO 47975763968 6498999808 0.0341 0.6312 0.36
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
VLO 2.549113 0.381472 0.02019 0.7
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
VLO 0.04701 0.14702 0.886 308.815 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VLO 408096000 1.46 2638000128 6.464 13160999936
totalRevenue trailingPE
VLO 125765001216 18.924662
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 118.739998 | 117.280841 | 131.546349 | 145.811857 | 115.991905 | 14.921167 | 86.14957 | 145.83424 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VLO | 1.276553 | 118.739998 | 90493904.492188 | 0.747957 | 0.703807 | 0.534876 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 270.7288036125925 325.1657047316831 test cv mean error, stdev (10 folds): 289.08789990695357 335.55683349127474 sell date: 2022-09-18 expected return: 0.3490525834545268 discounted return: 0.0032245701000064297 quarter return: 1.3447164509936733
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 4.98
environmentPercentile None
animalTesting False
tobacco False
totalEsg 30.94
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 65.34
peerGroup Refiners & Pipelines
smallArms False
environmentScore 18.74
governancePercentile None
militaryContract False]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2715957.6171875
Sector 1YMF: 12.310012817382812
1YMF: 12.310012817382812
risk trend factor: 0.5525140705493028
Empty DataFrame
Columns: []
Index: [PSB]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 185.740005 | 185.754726 | 186.945397 | 188.136069 | 178.58127 | 10.681952 | 157.217366 | 199.945174 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PSB | 2.625777 | 185.740005 | 2715957.617188 | 0.949237 | 0.808632 | 0.476969 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 260.5063229360087 223.517550956187 test cv mean error, stdev (10 folds): 282.3883555495087 222.91040415313898 sell date: 2022-07-24 expected return: 0.02953459929905512 discounted return: 0.000786981258402708 quarter return: 1.0750571264961832
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11253325.390625
Sector 1YMF: 14.15999984741211
1YMF: 14.15999984741211
risk trend factor: 0.4785399779962
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
CIVI 1.69646 0.505 11.399 1.85 0.0222 910931008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CIVI 0.54408 5.807773 855249152 0.79951 731177000
heldPercentInstitutions industry marketCap operatingCashflow \
CIVI 1.04378 Oil & Gas E&P 7110930432 764176000
operatingMargins payoutRatio pegRatio priceToBook \
CIVI 0.26443 0.2792 0.4 1.532868
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
CIVI 4.247195 0.16167 0.477 0.06714
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
CIVI 0.09524 10.028 31.498 Energy 84967504
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
CIVI 6.57 154348992 1.817 528631008 1674264960
trailingPE
CIVI 16.671316
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 66.389999 | 60.798991 | 74.142698 | 87.486406 | 65.525238 | 7.696477 | 50.132283 | 80.918193 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CIVI | 1.620286 | 66.389999 | 11253325.390625 | 0.740317 | 0.000353 | 0.475979 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 51.55359316545473 47.00561058314788 test cv mean error, stdev (10 folds): 55.55115663379006 47.4836507101994 sell date: 2022-09-18 expected return: 0.25538920657316877 discounted return: 0.002448645189316645 quarter return: 1.2523227125875087
['options', ('2022-07-15', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24747816.40625
Sector 1YMF: 2.736675262451172
1YMF: 2.736675262451172
risk trend factor: 0.37904083099097574
beta currentRatio debtToEquity dividendRate dividendYield \
WRB 0.741517 0.453 44.413 0.35 0.0049
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
WRB 1.585 1969144064 0.19279 15.017057 2491864832
grossMargins grossProfits heldPercentInstitutions \
WRB 0.44661 4029355000 0.69611
industry marketCap operatingCashflow \
WRB Insurance—Property & Casualty 18677542912 2350679040
operatingMargins payoutRatio pegRatio priceToBook \
WRB 0.18096 0.07 1.94 2.720776
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
WRB 1.828621 0.13546 0.278 0.03724
returnOnEquity revenueGrowth revenuePerShare sector \
WRB 0.20909 0.352 36.85 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
WRB 265192992 1.22 3303750912 12.458 3059073024
totalRevenue trailingPE
WRB 10214005760 14.222536
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 66.300003 | 65.216512 | 68.971905 | 72.727298 | 67.901429 | 1.790878 | 64.319673 | 71.483184 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| WRB | 1.151774 | 66.300003 | 24747816.40625 | 0.831215 | 0.938034 | 0.452933 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -73.55999755859375 Sector Volume Factor: 1.2176833027526361 Sector Risk Trend Factor: -3.976216084248311 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 30.198218960642738 55.956222246869544 test cv mean error, stdev (10 folds): 32.81659318427742 58.0413126000435 sell date: 2022-09-18 expected return: 0.06968434856517591 discounted return: 0.0007246022212197278 quarter return: 1.068909814139557
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.83
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 12.16
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.95
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 31.22
peerGroup Insurance
smallArms False
environmentScore 1.95
governancePercentile None
militaryContract False]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24816581.0546875
Sector 1YMF: 9.250007629394531
1YMF: 9.250007629394531
risk trend factor: 0.3476139578063814
beta currentRatio debtToEquity dividendRate dividendYield \
PDCE 2.747277 0.575 34.654 1.4 0.0164
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PDCE 1255468032 0.45227 4.092647 598676224 0.89205
grossProfits heldPercentInstitutions industry marketCap \
PDCE 2111095000 0.97868 Oil & Gas E&P 8288278016
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PDCE 1683784960 0.21746 0.1225 0.17 2.888328
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PDCE 2.985751 0.1799 0.555 0.06877
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PDCE 0.18662 0.877 28.416 Energy 99272704
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PDCE 6.72 171156992 1.794 958110016 2775943936
trailingPE
PDCE 16.581926
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 72.650002 | 63.339915 | 77.245238 | 91.150561 | 73.864444 | 5.654845 | 62.554753 | 85.174135 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PDCE | 1.200705 | 72.650002 | 24816581.054688 | 0.789239 | 0.542285 | 0.491711 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 72.43226004354307 70.42731668177287 test cv mean error, stdev (10 folds): 73.99424076218664 73.68292785077412 sell date: 2022-09-18 expected return: 0.3062429711575351 discounted return: 0.002876764978065882 quarter return: 1.3024959962913203
['options', ('2022-07-15', '2022-12-16')]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60309967.578125
Sector 1YMF: 12.949966430664062
1YMF: 12.949966430664062
risk trend factor: 0.30484852653737765
beta currentRatio debtToEquity dividendRate dividendYield \
FANG 2.181941 0.72 42.218 2.8 0.0209
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
FANG 2.278 5041999872 0.65762 5.376768 953625024
grossMargins grossProfits heldPercentInstitutions industry \
FANG 0.86683 5577000000 0.91744 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
FANG 22026260480 4572000256 0.48611 0.1272 0.35
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
FANG 1.747781 2.872866 0.35751 0.656
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
FANG 0.10278 0.22396 1.034 42.596 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
FANG 175592000 2.63 149000000 0.839 5848000000
totalRevenue trailingPE
FANG 7666999808 8.273861
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 133.679993 | 126.158293 | 146.608572 | 167.058851 | 139.299841 | 9.296925 | 120.705991 | 157.893691 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FANG | 1.031604 | 133.679993 | 60309967.578125 | 0.793954 | 0.668762 | 0.470333 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 457.4652274706103 453.0765976406002 test cv mean error, stdev (10 folds): 492.34353754116444 460.8957296259948 sell date: 2022-09-18 expected return: 0.31657770133492685 discounted return: 0.0029617506689827433 quarter return: 1.312689841319238
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4412490.234375
Sector 1YMF: 5.340003967285156
1YMF: 5.340003967285156
risk trend factor: 0.303581737515056
beta currentRatio debtToEquity dividendRate dividendYield \
MANT 0.737745 1.584 23.665 1.64 0.02
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MANT -0.07 264191008 0.10344 25.047745 89507376
grossMargins grossProfits heldPercentInstitutions industry \
MANT 0.14856 379411000 0.71066 Software—Application
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MANT 3867116288 212171008 0.07374 0.4669 4.97
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MANT 2.299301 1.514167 0.05365 1.462
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MANT 0.0485 0.08419 -0.007 62.85 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MANT 39355500 2.93 53374000 1.308 396480000
totalRevenue trailingPE
MANT 2553956096 28.230194
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 94.690002 | 94.152858 | 94.93635 | 95.719841 | 88.07254 | 5.500129 | 77.072281 | 99.072798 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MANT | 2.896006 | 94.690002 | 4412490.234375 | 0.831136 | 0.565273 | 0.363266 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -374.97998046875 Sector Volume Factor: 1.137256537526499 Sector Risk Trend Factor: -4.4188079801718425 Index 1YMF: -79.04000854492188 Index Volume Factor: 1.243664249470528 Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 58.17583490436807 23.523585497775894 test cv mean error, stdev (10 folds): 55.63890437961787 23.192637782737986 sell date: 2022-08-21 expected return: 0.10862475555817906 discounted return: 0.0015877250755631511 quarter return: 1.1571439643699222
['options', ('2022-08-19',)]
symbol: FCN
sector: Industrials
Index: SP400
vol_30d_2yr: 6861602.34375
Sector 1YMF: 5.3899993896484375
1YMF: 5.3899993896484375
risk trend factor: 0.2867020486544266
beta currentRatio debtToEquity earningsGrowth ebitda \
FCN 0.449509 2.395 36.191 -0.098 347764992
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
FCN 0.1236 22.009373 171587632 0.31042 860715000
heldPercentInstitutions industry marketCap \
FCN 1.07223 Consulting Services 5637372416
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
FCN 318288992 0.1075 0 3.02 3.541487
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
FCN 2.00364 0.08167 2.147 0.06601
returnOnEquity revenueGrowth revenuePerShare sector \
FCN 0.15126 0.054 83.929 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
FCN 34288500 6.4 271143008 7.866 587020992
totalRevenue trailingPE
FCN 2813564928 23.000841
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 162.949997 | 159.096915 | 165.289047 | 171.48118 | 162.142381 | 5.101274 | 151.939833 | 172.344928 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FCN | 0.661624 | 162.949997 | 6861602.34375 | 0.874839 | 0.916688 | 0.405187 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.6699981689453 Sector Volume Factor: 0.8731518814579678 Sector Risk Trend Factor: -4.0477142333984375 Index 1YMF: -70.88999938964844 Index Volume Factor: 0.5662453634524328 Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 118.0983398047112 50.90102071587315 test cv mean error, stdev (10 folds): 116.6189746761398 53.05092522378669 sell date: 2022-09-18 expected return: 0.05665658999513497 discounted return: 0.0005927537047132336 quarter return: 1.0560306239304988
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 2.964700e+07 3.199000e+07 3.450400e+07
Total Liab 1.327273e+09 1.517588e+09 1.462621e+09
Total Stockholder Equity 1.622018e+09 1.583321e+09 1.544303e+09
Deferred Long Term Liab 7.000000e+05 9.000000e+05 1.000000e+06
Other Current Liab 4.011300e+07 9.977400e+07 3.627900e+07
Total Assets 2.949291e+09 3.100909e+09 3.006924e+09
Common Stock 3.450000e+05 3.430000e+05 3.430000e+05
Retained Earnings 1.756704e+09 1.698156e+09 1.659947e+09
Other Liab 2.630210e+08 2.662880e+08 2.652540e+08
Good Will 1.243972e+09 1.232791e+09 1.234023e+09
Treasury Stock -1.350310e+08 -1.288400e+08 -1.244770e+08
Other Assets 1.063720e+08 1.079430e+08 1.120850e+08
Cash 2.711430e+08 4.944850e+08 3.425270e+08
Total Current Liabilities 5.099300e+08 7.181160e+08 6.456220e+08
Other Stockholder Equity -1.350310e+08 -1.288400e+08 -1.244770e+08
Property Plant Equipment 3.479090e+08 3.581580e+08 3.578180e+08
Total Current Assets 1.221391e+09 1.370027e+09 1.268494e+09
Net Tangible Assets 3.483990e+08 3.185400e+08 2.757760e+08
Net Receivables 8.532330e+08 7.916280e+08 8.427010e+08
Long Term Debt 3.289360e+08 2.971580e+08 3.193550e+08
Accounts Payable 1.406570e+08 1.618700e+07 1.248700e+08
Capital Surplus NaN 1.366200e+07 8.490000e+06
Other Current Assets NaN 3.116300e+07 NaN
2021-06-30
Intangible Assets 3.765300e+07
Total Liab 1.449217e+09
Total Stockholder Equity 1.489210e+09
Deferred Long Term Liab 1.100000e+06
Other Current Liab 3.694400e+07
Total Assets 2.938427e+09
Common Stock 3.430000e+05
Retained Earnings 1.590467e+09
Other Liab 2.649410e+08
Good Will 1.240057e+09
Treasury Stock -1.058700e+08
Other Assets 1.061600e+08
Cash 2.568750e+08
Total Current Liabilities 5.625620e+08
Other Stockholder Equity -1.058700e+08
Property Plant Equipment 3.410950e+08
Total Current Assets 1.213462e+09
Net Tangible Assets 2.115000e+08
Net Receivables 8.782140e+08
Long Term Debt 3.915810e+08
Accounts Payable 1.215220e+08
Capital Surplus 4.270000e+06
Other Current Assets NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities -2628000.0 30029000.0
Total Cashflows From Investing Activities -19305000.0 -16819000.0
Net Borrowings 15000000.0 -25000000.0
Total Cash From Financing Activities 4161000.0 -26696000.0
Change To Operating Activities -219044000.0 62706000.0
Net Income 59321000.0 38208000.0
Change In Cash -223342000.0 151958000.0
Repurchase Of Stock -10014000.0 -969000.0
Effect Of Exchange Rate -4420000.0 -4090000.0
Total Cash From Operating Activities -203778000.0 199563000.0
Depreciation 11175000.0 10946000.0
Change To Account Receivables -66471000.0 54270000.0
Other Cashflows From Financing Activities -825000.0 -727000.0
Change To Netincome 12226000.0 7756000.0
Capital Expenditures -12607000.0 -16224000.0
2021-09-30 2021-06-30
Change To Liabilities -9447000.0 -11441000.0
Total Cashflows From Investing Activities -24745000.0 -29553000.0
Net Borrowings -75000000.0 -70000000.0
Total Cash From Financing Activities -74476000.0 -76918000.0
Change To Operating Activities 80715000.0 95868000.0
Net Income 69480000.0 62782000.0
Change In Cash 85652000.0 23454000.0
Repurchase Of Stock -802000.0 -677000.0
Effect Of Exchange Rate -12073000.0 4367000.0
Total Cash From Operating Activities 196946000.0 125558000.0
Depreciation 11726000.0 11458000.0
Change To Account Receivables 23294000.0 -45442000.0
Other Cashflows From Financing Activities 1326000.0 -6241000.0
Change To Netincome 6982000.0 12123000.0
Capital Expenditures -24745000.0 -19720000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 711486000 62782000
3Q2021 702228000 69480000
4Q2021 676231000 38208000
1Q2022 723620000 59321000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 76288000.0 46795000.0 88635000.0
Minority Interest None None None
Net Income 59321000.0 38208000.0 69480000.0
Selling General Administrative 148971000.0 140141000.0 138484000.0
Gross Profit 230516000.0 192105000.0 229993000.0
Ebit 79277000.0 49656000.0 88649000.0
Operating Income 79277000.0 49656000.0 88649000.0
Other Operating Expenses None None None
Interest Expense -2642000.0 -6934000.0 -5073000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 16967000.0 8587000.0 19155000.0
Total Revenue 723620000.0 676231000.0 702228000.0
Total Operating Expenses 644343000.0 626575000.0 613579000.0
Cost Of Revenue 493104000.0 484126000.0 472235000.0
Total Other Income Expense Net -2989000.0 -2861000.0 -14000.0
Discontinued Operations None None None
Net Income From Continuing Ops 59321000.0 38208000.0 69480000.0
Net Income Applicable To Common Shares 59321000.0 38208000.0 69480000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax 77774000.0
Minority Interest None
Net Income 62782000.0
Selling General Administrative 133254000.0
Gross Profit 220764000.0
Ebit 84656000.0
Operating Income 84656000.0
Other Operating Expenses None
Interest Expense -5294000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 14992000.0
Total Revenue 711486000.0
Total Operating Expenses 626830000.0
Cost Of Revenue 490722000.0
Total Other Income Expense Net -6882000.0
Discontinued Operations None
Net Income From Continuing Ops 62782000.0
Net Income Applicable To Common Shares 62782000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 973831 2021-12-30
1 iShares Core S&P Midcap ETF 950045 2022-01-30
2 Vanguard Small-Cap Index Fund 863686 2021-12-30
3 Neuberger & Berman Genesis Fund 844353 2022-02-27
4 Virtus Equity Tr-Virtus KAR Small Cap Core Fd 765194 2021-12-30
5 Capitol Ser Tr-Fuller & Thaler Behavioral Smal... 696283 2022-03-30
6 Fundamental Investors Inc 579234 2021-12-30
7 Vanguard Small Cap Value Index Fund 547463 2021-12-30
8 Vanguard Extended Market Index Fund 455393 2021-12-30
9 Smallcap World Fund 390600 2021-12-30
% Out Value
0 0.0283 149405152
1 0.0276 138526061
2 0.0251 132506706
3 0.0245 123275538
4 0.0222 117396063
5 0.0202 109469613
6 0.0168 88866080
7 0.0159 83991773
8 0.0132 69866394
9 0.0113 59925852 ]
['options', ('2022-06-17',)]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 499589648.4375
Sector 1YMF: 5.500003814697266
1YMF: 5.500003814697266
risk trend factor: 0.244335997011962
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0086
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 6.822384 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82197 Oil & Gas E&P 52557672448
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.24 3.470297
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 1.811584 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 2.02 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 8.383914
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 56.810001 | 58.485433 | 66.067619 | 73.649805 | 61.391111 | 4.682746 | 52.025619 | 70.756603 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 1.143644 | 56.810001 | 499589648.4375 | 0.737027 | 0.695678 | 0.543336 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 57.70265041885063 48.314589303389745 test cv mean error, stdev (10 folds): 59.40587885682551 50.35691248755781 sell date: 2022-06-19 expected return: 0.07687864809426415 discounted return: 0.03772763675940727 quarter return: 30.176664717766005
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.674900e+10 1.669200e+10 1.663800e+10
Total Liab 5.470900e+10 5.688500e+10 6.169300e+10
Total Stockholder Equity 1.056500e+10 9.111000e+09 8.482000e+09
Other Current Liab 6.930000e+08 1.037000e+09 1.120000e+09
Total Assets 7.503600e+10 7.575800e+10 7.993700e+10
Common Stock 2.170000e+08 2.170000e+08 2.170000e+08
Other Current Assets 1.288000e+09 2.590000e+09 3.150000e+09
Retained Earnings 4.480000e+09 3.152000e+09 2.533000e+09
Other Liab 1.593300e+10 1.583900e+10 1.546200e+10
Treasury Stock -1.088100e+10 -1.095000e+10 -1.090600e+10
Other Assets 1.231000e+09 1.145000e+09 1.138000e+09
Cash 2.764000e+09 2.059000e+09 4.569000e+09
Total Current Liabilities 8.324000e+09 9.126000e+09 9.586000e+09
Deferred Long Term Asset Charges 3.700000e+07 NaN NaN
Short Long Term Debt 4.160000e+08 1.040000e+09 1.424000e+09
Other Stockholder Equity -2.080000e+08 -2.820000e+08 -2.380000e+08
Property Plant Equipment 6.065600e+10 6.144800e+10 6.270600e+10
Total Current Assets 1.021100e+10 9.899000e+09 1.284400e+10
Long Term Investments 2.938000e+09 3.266000e+09 3.249000e+09
Net Tangible Assets 1.056500e+10 9.111000e+09 8.482000e+09
Net Receivables 4.313000e+09 3.477000e+09 3.288000e+09
Long Term Debt 2.936300e+10 3.099700e+10 3.573000e+10
Inventory 1.846000e+09 1.773000e+09 1.837000e+09
Accounts Payable 3.899000e+09 3.713000e+09 3.544000e+09
2021-03-31
Capital Surplus 1.658500e+10
Total Liab 6.105500e+10
Total Stockholder Equity 8.538000e+09
Other Current Liab 1.074000e+09
Total Assets 7.935500e+10
Common Stock 2.170000e+08
Other Current Assets 2.585000e+09
Retained Earnings 2.639000e+09
Other Liab 1.572600e+10
Treasury Stock -1.090300e+10
Other Assets 1.089000e+09
Cash 2.270000e+09
Total Current Liabilities 8.631000e+09
Deferred Long Term Asset Charges NaN
Short Long Term Debt 1.208000e+09
Other Stockholder Equity -2.350000e+08
Property Plant Equipment 6.502200e+10
Total Current Assets 1.007400e+10
Long Term Investments 3.170000e+09
Net Tangible Assets 8.538000e+09
Net Receivables 3.046000e+09
Long Term Debt 3.574000e+10
Inventory 2.173000e+09
Accounts Payable 3.416000e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.270000e+08 -4.970000e+08
Change To Liabilities 2.720000e+08 1.180000e+08
Total Cashflows From Investing Activities -5.100000e+07 -1.660000e+08
Net Borrowings -2.279000e+09 -4.381000e+09
Total Cash From Financing Activities -2.532000e+09 -5.424000e+09
Change To Operating Activities 5.300000e+07 -6.700000e+07
Issuance Of Stock 7.000000e+06 1.300000e+07
Net Income 1.537000e+09 8.280000e+08
Change In Cash 5.090000e+08 -2.472000e+09
Repurchase Of Stock -8.000000e+06 -8.000000e+06
Total Cash From Operating Activities 3.092000e+09 3.118000e+09
Depreciation 2.097000e+09 1.933000e+09
Other Cashflows From Investing Activities 1.490000e+08 -9.000000e+06
Dividends Paid -2.090000e+08 -2.100000e+08
Change To Inventory -1.780000e+08 3.400000e+07
Change To Account Receivables -7.200000e+08 -1.870000e+08
Other Cashflows From Financing Activities -4.300000e+07 -8.460000e+08
Change To Netincome 9.400000e+07 4.140000e+08
Capital Expenditures -9.370000e+08 -6.560000e+08
2021-06-30 2021-03-31
Investments -1.000000e+07 4.860000e+08
Change To Liabilities 5.170000e+08 -4.200000e+07
Total Cashflows From Investing Activities -7.540000e+08 -2.820000e+08
Net Borrowings -4.381000e+09 -1.740000e+08
Total Cash From Financing Activities -2.620000e+08 -3.540000e+08
Change To Operating Activities -2.300000e+07 -8.200000e+07
Issuance Of Stock 8.000000e+06 6.000000e+06
Net Income 1.030000e+08 -1.460000e+08
Change In Cash 2.298000e+09 2.740000e+08
Repurchase Of Stock -8.000000e+06 -3.000000e+06
Total Cash From Operating Activities 3.314000e+09 9.100000e+08
Depreciation 2.392000e+09 2.329000e+09
Other Cashflows From Investing Activities -3.800000e+07 -8.400000e+07
Dividends Paid -2.100000e+08 -2.110000e+08
Change To Inventory 3.690000e+08 -3.110000e+08
Change To Account Receivables -2.420000e+08 -9.370000e+08
Other Cashflows From Financing Activities -2.700000e+08 2.800000e+07
Change To Netincome 2.050000e+08 7.400000e+07
Capital Expenditures -6.980000e+08 -5.790000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 5293000000 -146000000
2Q2021 5958000000 103000000
3Q2021 6792000000 828000000
4Q2021 7913000000 1537000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 2030000000.0 1217000000.0
Minority Interest None None
Net Income 1537000000.0 828000000.0
Selling General Administrative 280000000.0 240000000.0
Gross Profit 5258000000.0 4284000000.0
Ebit 2209000000.0 1535000000.0
Operating Income 2209000000.0 1535000000.0
Other Operating Expenses 565000000.0 545000000.0
Interest Expense -413000000.0 -475000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 469000000.0 387000000.0
Total Revenue 7913000000.0 6792000000.0
Total Operating Expenses 5704000000.0 5257000000.0
Cost Of Revenue 2655000000.0 2508000000.0
Total Other Income Expense Net -179000000.0 -318000000.0
Discontinued Operations -24000000.0 -2000000.0
Net Income From Continuing Ops 1561000000.0 830000000.0
Net Income Applicable To Common Shares 1328000000.0 623000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 143000000.0 315000000.0
Minority Interest None None
Net Income 103000000.0 -146000000.0
Selling General Administrative 177000000.0 166000000.0
Gross Profit 3719000000.0 3036000000.0
Ebit 572000000.0 45000000.0
Operating Income 572000000.0 45000000.0
Other Operating Expenses 492000000.0 468000000.0
Interest Expense -608000000.0 4000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 43000000.0 16000000.0
Total Revenue 5958000000.0 5293000000.0
Total Operating Expenses 5386000000.0 5248000000.0
Cost Of Revenue 2239000000.0 2257000000.0
Total Other Income Expense Net -429000000.0 270000000.0
Discontinued Operations 3000000.0 -445000000.0
Net Income From Continuing Ops 100000000.0 299000000.0
Net Income Applicable To Common Shares -93000000.0 -346000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Dodge & Cox Stock Fund 68378526 2021-12-30 0.0730
1 Select Sector SPDR Fund-Energy Select 26092792 2022-01-30 0.0278
2 Vanguard Total Stock Market Index Fund 25205043 2021-12-30 0.0269
3 Vanguard Mid-Cap Index Fund 20063349 2021-12-30 0.0214
4 Vanguard 500 Index Fund 18790382 2021-12-30 0.0200
5 SPDR S&P 500 ETF Trust 9409120 2022-01-30 0.0100
6 Fidelity 500 Index Fund 9086470 2022-02-27 0.0097
7 Dodge & Cox Balanced Fund 8150914 2021-12-30 0.0087
8 iShares Core S&P 500 ETF 7379729 2022-01-30 0.0079
9 Dodge & Cox Global Stock Fund 7285763 2021-12-30 0.0078
Value
0 1982293468
1 982915474
2 730694196
3 581636487
4 544733174
5 354441550
6 397351333
7 236294996
8 277994391
9 211214269 ]
['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97161242.3828125
Sector 1YMF: 10.389991760253906
1YMF: 10.389991760253906
risk trend factor: 0.2417401337540328
beta currentRatio debtToEquity dividendRate dividendYield \
EOG 1.658348 1.354 24.707 3 0.0251
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
EOG -0.422 9639999488 0.42867 7.645493 3687624960
grossMargins grossProfits heldPercentInstitutions industry \
EOG 0.67685 13034000000 0.89128 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
EOG 68469616640 7749000192 0.25347 0.265 0.57
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
EOG 3.178433 3.044718 0.19464 1.153
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
EOG 0.09594 0.20694 0.667 38.672 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
EOG 585713024 1.67 4008999936 6.845 5321999872
totalRevenue trailingPE
EOG 22488000512 15.597012
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-16 | 119.559998 | 118.328371 | 134.179842 | 150.031312 | 125.279683 | 8.564534 | 108.150615 | 142.408751 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EOG | 0.870698 | 119.559998 | 97161242.382812 | 0.75653 | 0.682764 | 0.481992 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 14.330001831054688 Sector Volume Factor: 0.8279694389405757 Sector Risk Trend Factor: 0.4625564970394849 Index 1YMF: -285.47003173828125 Index Volume Factor: 1.1872171829536644 Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 288.97414681128515 278.7251158990426 test cv mean error, stdev (10 folds): 315.81934829270745 278.44056096026753 sell date: 2022-06-19 expected return: 0.14157883351619116 discounted return: 0.06844692592388091 quarter return: 441.8468431168764
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.13
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.73
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.25
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.37
peerGroup Oil & Gas Producers
smallArms False
environmentScore 20.39
governancePercentile None
militaryContract False]
11
| exp_return | sell_date | days_delta | disc_rtn | qtr_rtn | outer_cv_avg_rmse_n11 | outer_cv_std_n11 | mean_revert_flag | pi_lower | pi_upper | price | Sector | Index | error_price_ratio | std_price_ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYMBOL | |||||||||||||||
| EOG | 0.141579 | 2022-06-19 | 2 | 0.068447 | 441.846843 | 315.819348 | 278.440561 | False | 121.516792 | 153.301822 | 119.559998 | Energy | SP500 | 2.641514 | 2.328877 |
| SM | 0.131184 | 2022-06-19 | 2 | 0.063571 | 290.086674 | 70.165428 | 100.487816 | False | 37.762882 | 63.529739 | 43.299999 | Energy | SP600 | 1.620449 | 2.320735 |
| OXY | 0.076879 | 2022-06-19 | 2 | 0.037728 | 30.176665 | 59.405879 | 50.356912 | False | 52.044768 | 71.912776 | 56.810001 | Energy | SP500 | 1.045694 | 0.886409 |
| VPU | 0.059522 | 2022-06-19 | 2 | 0.029331 | 14.291163 | 71.541391 | 82.397565 | False | 143.086993 | 160.016037 | 142.639999 | error | nan | 0.501552 | 0.577661 |
| APA | 0.288656 | 2022-07-03 | 16 | 0.015976 | 4.298219 | 40.309880 | 40.008091 | False | 32.545878 | 90.966357 | 41.759998 | Energy | SP500 | 0.965275 | 0.958048 |
| VNQ | 0.029627 | 2022-06-19 | 2 | 0.014705 | 3.830658 | 78.547234 | 111.393240 | False | 84.632692 | 95.202118 | 87.040001 | error | nan | 0.902427 | 1.279794 |
| TWI | 0.165619 | 2022-07-10 | 23 | 0.006685 | 1.845980 | 5.008942 | 7.645662 | False | 12.491773 | 35.419422 | 18.080000 | Industrials | SP600 | 0.277043 | 0.422880 |
| DVN | 0.797646 | 2022-09-18 | 93 | 0.006326 | 1.786346 | 90.962217 | 142.288972 | False | 57.867891 | 244.143153 | 63.270000 | Energy | SP500 | 1.437683 | 2.248917 |
| CEIX | 0.542912 | 2022-09-04 | 79 | 0.005505 | 1.657044 | 36.976315 | 64.101812 | False | 35.518675 | 166.663824 | 49.060001 | Energy | SP600 | 0.753696 | 1.306600 |
| VAW | 0.111932 | 2022-07-10 | 23 | 0.004624 | 1.528666 | 223.676442 | 128.658147 | False | 159.616297 | 205.173411 | 162.750000 | error | nan | 1.374356 | 0.790526 |
| PBF | 0.447097 | 2022-09-18 | 93 | 0.003982 | 1.441358 | 22.973989 | 16.371710 | False | 14.862362 | 173.489926 | 35.090000 | Energy | SP600 | 0.654716 | 0.466563 |
| DINO | 0.434688 | 2022-09-18 | 93 | 0.003889 | 1.429131 | 78.904888 | 87.440492 | False | 37.537331 | 115.212760 | 47.770000 | Energy | SP400 | 1.651767 | 1.830448 |
| ROCC | 0.211088 | 2022-08-07 | 51 | 0.003762 | 1.412676 | 108.730622 | 136.471451 | False | 23.443799 | 109.209458 | 41.779999 | Energy | SP600 | 2.602456 | 3.266430 |
| VLO | 0.349053 | 2022-09-18 | 93 | 0.003225 | 1.344716 | 289.087900 | 335.556833 | False | 104.626759 | 249.813810 | 118.739998 | Energy | SP500 | 2.434629 | 2.825980 |
| MPC | 0.245090 | 2022-08-28 | 72 | 0.003049 | 1.323260 | 136.709417 | 187.834553 | False | 72.253480 | 181.522038 | 91.980003 | Energy | SP500 | 1.486295 | 2.042124 |
| FANG | 0.316578 | 2022-09-18 | 93 | 0.002962 | 1.312690 | 492.343538 | 460.895730 | False | 91.740028 | 337.650152 | 133.679993 | Energy | SP500 | 3.683001 | 3.447754 |
| PDCE | 0.306243 | 2022-09-18 | 93 | 0.002877 | 1.302496 | 73.994241 | 73.682928 | False | 45.024553 | 200.018322 | 72.650002 | Energy | SP400 | 1.018503 | 1.014218 |
| MRO | 0.304605 | 2022-09-18 | 93 | 0.002863 | 1.300880 | 13.299977 | 18.506446 | False | 18.488727 | 60.612781 | 25.660000 | Energy | SP500 | 0.518316 | 0.721218 |
| CIVI | 0.255389 | 2022-09-18 | 93 | 0.002449 | 1.252323 | 55.551157 | 47.483651 | True | 24.859401 | 247.102450 | 66.389999 | Energy | SP600 | 0.836740 | 0.715223 |
| MTDR | 0.238608 | 2022-09-18 | 93 | 0.002304 | 1.235761 | 63.397602 | 63.274602 | False | 27.496729 | 185.140496 | 56.040001 | Energy | SP400 | 1.131292 | 1.129097 |
| COP | 0.235316 | 2022-09-18 | 93 | 0.002275 | 1.232512 | 156.833645 | 171.940405 | False | 81.745620 | 195.821706 | 102.419998 | Energy | SP500 | 1.531280 | 1.678778 |
| XOM | 0.235314 | 2022-09-18 | 93 | 0.002275 | 1.232510 | 107.209896 | 108.086788 | False | 72.394649 | 176.711267 | 91.389999 | error | SP500 | 1.173103 | 1.182698 |
| VDE | 0.197866 | 2022-09-18 | 93 | 0.001943 | 1.195542 | 169.900524 | 209.404663 | False | 73.946885 | 233.459012 | 108.400002 | error | nan | 1.567348 | 1.931777 |
| SAFM | 0.044792 | 2022-07-10 | 23 | 0.001907 | 1.191569 | 369.681274 | 464.195931 | False | 180.293713 | 258.647470 | 206.449997 | Consumer Defensive | SP400 | 1.790658 | 2.248467 |
| TVTY | 0.084894 | 2022-08-07 | 51 | 0.001599 | 1.158340 | 25.778478 | 20.934352 | False | 16.544910 | 72.611816 | 32.099998 | error | SP600 | 0.803068 | 0.652161 |
| MANT | 0.108625 | 2022-08-21 | 65 | 0.001588 | 1.157144 | 55.638904 | 23.192638 | False | 79.976090 | 134.688117 | 94.690002 | Technology | SP600 | 0.587590 | 0.244932 |
| SLY | 0.094354 | 2022-08-14 | 58 | 0.001556 | 1.153752 | 90.260061 | 85.753540 | False | 69.596976 | 106.321984 | 77.500000 | error | nan | 1.164646 | 1.106497 |
| HRB | 0.079225 | 2022-08-07 | 51 | 0.001496 | 1.147444 | 8.085383 | 7.484584 | False | 26.112564 | 48.056801 | 33.270000 | Consumer Cyclical | SP400 | 0.243023 | 0.224965 |
| VGT | 0.126872 | 2022-09-11 | 86 | 0.001390 | 1.136302 | 1169.731104 | 948.670468 | False | 285.084881 | 448.524379 | 315.970001 | error | nan | 3.702032 | 3.002407 |
| VCR | 0.051526 | 2022-07-24 | 37 | 0.001359 | 1.133067 | 1040.942703 | 976.656401 | False | 195.540659 | 280.543129 | 222.740005 | error | nan | 4.673353 | 4.384737 |
| SPY | 0.097791 | 2022-08-28 | 72 | 0.001297 | 1.126614 | 947.397920 | 708.279136 | False | 340.690065 | 475.535895 | 366.649994 | error | nan | 2.583930 | 1.931758 |
| MDYG | 0.127863 | 2022-09-18 | 93 | 0.001295 | 1.126405 | 48.333390 | 50.858172 | False | 52.859630 | 84.681965 | 59.320000 | error | nan | 0.814791 | 0.857353 |
| VDC | 0.047684 | 2022-07-24 | 37 | 0.001260 | 1.122800 | 92.143281 | 62.576579 | False | 170.709909 | 205.580996 | 177.660004 | error | nan | 0.518650 | 0.352227 |
| VIS | 0.090233 | 2022-08-28 | 72 | 0.001201 | 1.116713 | 303.788318 | 344.121097 | False | 141.615588 | 214.275516 | 159.779999 | error | nan | 1.901291 | 2.153718 |
| ACC | 0.031424 | 2022-07-17 | 30 | 0.001032 | 1.099532 | 18.103170 | 12.465199 | False | 53.237451 | 82.105750 | 64.099998 | error | SP400 | 0.282421 | 0.194465 |
| VFH | 0.068908 | 2022-08-28 | 72 | 0.000926 | 1.088878 | 63.924861 | 59.077539 | False | 64.217155 | 99.925274 | 75.419998 | error | nan | 0.847585 | 0.783314 |
| LNTH | 0.083867 | 2022-09-18 | 93 | 0.000866 | 1.082929 | 42.472504 | 63.013816 | False | 36.358796 | 114.540813 | 59.540001 | Healthcare | SP600 | 0.713344 | 1.058344 |
| SPTM | 0.061167 | 2022-08-28 | 72 | 0.000825 | 1.078813 | 15.153049 | 12.087009 | False | 40.503185 | 57.467334 | 45.189999 | error | nan | 0.335319 | 0.267471 |
| VOX | 0.071841 | 2022-09-11 | 86 | 0.000807 | 1.077042 | 100.466033 | 86.716344 | False | 79.084309 | 121.329914 | 91.389999 | error | nan | 1.099311 | 0.948860 |
| PSB | 0.029535 | 2022-07-24 | 37 | 0.000787 | 1.075057 | 282.388356 | 222.910404 | False | 163.645776 | 223.453932 | 185.740005 | error | SP400 | 1.520342 | 1.200121 |
| MCK | 0.063656 | 2022-09-04 | 79 | 0.000781 | 1.074513 | 495.938191 | 653.706939 | False | 253.191313 | 412.166835 | 304.019989 | Healthcare | SP500 | 1.631268 | 2.150210 |
| WRB | 0.069684 | 2022-09-18 | 93 | 0.000725 | 1.068910 | 32.816593 | 58.041313 | False | 54.170086 | 92.849346 | 66.300003 | Financial Services | SP500 | 0.494971 | 0.875435 |
| VHT | 0.049295 | 2022-08-28 | 72 | 0.000669 | 1.063415 | 277.286458 | 237.038093 | False | 193.003686 | 274.985734 | 219.509995 | error | nan | 1.263207 | 1.079851 |
| Y | 0.032590 | 2022-08-07 | 51 | 0.000629 | 1.059558 | 6730.508644 | 10164.918845 | False | 698.882771 | 1052.228092 | 830.479980 | Financial Services | SP400 | 8.104360 | 12.239812 |
| FCN | 0.056657 | 2022-09-18 | 93 | 0.000593 | 1.056031 | 116.618975 | 53.050925 | False | 131.017645 | 226.334667 | 162.949997 | Industrials | SP400 | 0.715673 | 0.325566 |
| SJI | 0.056092 | 2022-09-18 | 93 | 0.000587 | 1.055473 | 9.098371 | 6.859245 | False | 25.312622 | 49.251735 | 33.759998 | error | SP600 | 0.269502 | 0.203177 |
| BANF | 0.051412 | 2022-09-18 | 93 | 0.000539 | 1.050846 | 60.476525 | 34.454504 | False | 68.946870 | 134.198502 | 91.559998 | Financial Services | SP600 | 0.660513 | 0.376305 |
| GO | 0.014619 | 2022-07-24 | 37 | 0.000392 | 1.036745 | 15.809879 | 6.829165 | False | 30.700808 | 56.033881 | 40.450001 | Consumer Defensive | SP400 | 0.390850 | 0.168830 |
| MTOR | 0.005091 | 2022-09-18 | 93 | 0.000055 | 1.005036 | 15.624875 | 9.712694 | False | 21.985116 | 59.253316 | 35.910000 | error | SP600 | 0.435112 | 0.270473 |
| ROG | -0.001705 | 2022-06-19 | 2 | -0.000853 | 0.924497 | 929.964388 | 1222.074355 | False | 230.130613 | 286.206688 | 257.079987 | error | SP600 | 3.617413 | 4.753674 |